-15.8%
RWM vs VT
+60.6%
-76.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | +0.6% |
| 7D | -0.9% | -0.3% | -0.6% | -1.2% |
| 30D | +0.1% | -1.4% | +1.5% | -1.5% |
| 3M | +7.1% | -1.4% | +8.5% | +5.6% |
| 6M | -1.0% | +5.5% | -6.5% | +6.7% |
| YTD | -11.8% | +12.8% | -24.6% | +4.3% |
| 1Y | -13.5% | +15.4% | -28.9% | +5.6% |
| 3Y | -34.5% | +76.9% | -111.4% | +42.2% |
| 5Y | -15.8% | +60.4% | -76.2% | +74.5% |
| All | -15.8% | +60.6% | -76.4% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling