+280.2%
RWL vs VT
+217.6%
+62.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | +1.1% | -0.1% | +1.2% | +1.2% |
| 30D | +3.0% | -3.1% | +6.1% | +5.8% |
| 3M | +1.5% | -3.5% | +5.0% | +4.6% |
| 6M | +10.3% | +0.5% | +9.8% | +9.2% |
| YTD | +20.2% | +10.8% | +9.5% | +8.6% |
| 1Y | +23.0% | +11.9% | +11.1% | +10.0% |
| 3Y | +80.7% | +73.0% | +7.7% | +6.7% |
| 5Y | +88.1% | +58.6% | +29.5% | +20.2% |
| 10Y | +280.2% | +219.2% | +61.0% | +27.9% |
| All | +280.2% | +217.6% | +62.5% | +27.9% |
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