+76.8%
RWLC vs VT
+56.0%
+20.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.1% | -0.5% |
| 7D | -3.8% | -4.2% | +0.4% | -0.2% |
| 30D | -5.7% | -5.8% | +0.1% | -0.8% |
| 3M | -4.2% | -5.2% | +1.1% | +0.3% |
| 6M | +4.0% | +0.1% | +3.9% | +3.7% |
| YTD | +11.8% | +8.2% | +3.6% | +4.1% |
| 1Y | +13.9% | +10.1% | +3.8% | +4.4% |
| 3Y | +87.5% | +69.7% | +17.9% | +18.4% |
| All | +76.8% | +56.0% | +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 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