+77.1%
RWLC vs VT
+56.3%
+20.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | 0.0% |
| 7D | -2.7% | -2.3% | -0.4% | -0.7% |
| 30D | -5.7% | -5.0% | -0.7% | -1.5% |
| 3M | -3.2% | -4.9% | +1.7% | +1.0% |
| 6M | +3.4% | -1.5% | +4.9% | +4.6% |
| YTD | +12.0% | +8.5% | +3.5% | +4.0% |
| 1Y | +13.8% | +11.4% | +2.4% | +3.3% |
| 3Y | +87.9% | +70.1% | +17.9% | +18.4% |
| All | +77.1% | +56.3% | +20.8% | +14.7% |
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