+282.9%
RWL vs VT
+215.5%
+67.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | -0.9% | -2.3% | +1.4% | +1.2% |
| 30D | +1.8% | -5.0% | +6.8% | +6.4% |
| 3M | +0.2% | -4.9% | +5.1% | +4.6% |
| 6M | +8.1% | -1.5% | +9.7% | +9.0% |
| YTD | +17.7% | +8.5% | +9.3% | +8.3% |
| 1Y | +21.5% | +11.4% | +10.1% | +9.1% |
| 3Y | +77.0% | +70.1% | +6.9% | +6.1% |
| 5Y | +83.4% | +53.7% | +29.6% | +20.6% |
| All | +282.9% | +215.5% | +67.4% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling