-92.4%
RWM vs VT
+356.1%
-448.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.2% |
| 7D | +0.1% | -1.6% | +1.7% | -1.6% |
| 30D | +0.9% | -2.5% | +3.4% | -1.7% |
| 3M | +6.6% | -1.3% | +7.9% | +5.5% |
| 6M | +1.1% | +3.1% | -2.0% | +5.4% |
| YTD | -10.5% | +10.9% | -21.4% | +2.0% |
| 1Y | -10.7% | +12.1% | -22.8% | +3.1% |
| 3Y | -33.6% | +73.9% | -107.5% | +29.5% |
| 5Y | -14.4% | +58.0% | -72.4% | +64.3% |
| 10Y | -70.1% | +225.5% | -295.6% | +45.6% |
| All | -92.4% | +356.1% | -448.5% | -18.6% |
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