+685.2%
RWL vs VT
+345.0%
+340.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | +0.9% |
| 7D | -0.9% | -4.2% | +3.3% | +2.8% |
| 30D | +2.1% | -5.8% | +7.9% | +7.4% |
| 3M | +0.4% | -5.2% | +5.7% | +5.0% |
| 6M | +9.3% | +0.1% | +9.2% | +8.6% |
| YTD | +18.3% | +8.2% | +10.1% | +9.6% |
| 1Y | +21.5% | +10.1% | +11.4% | +10.9% |
| 3Y | +77.5% | +69.7% | +7.9% | +10.6% |
| 5Y | +84.2% | +53.4% | +30.9% | +24.7% |
| 10Y | +293.3% | +219.2% | +74.0% | +42.6% |
| All | +685.2% | +345.0% | +340.2% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling