+123.7%
RWO vs VT
+346.0%
-222.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.7% |
| 7D | +2.1% | -2.3% | +4.4% | +4.1% |
| 30D | +6.5% | -5.0% | +11.5% | +11.2% |
| 3M | -2.9% | -4.9% | +2.0% | +1.3% |
| 6M | -0.6% | -1.5% | +0.9% | 0.0% |
| YTD | +10.8% | +8.5% | +2.3% | +1.9% |
| 1Y | +11.4% | +11.4% | 0.0% | -0.1% |
| 3Y | +42.1% | +70.1% | -28.0% | -14.1% |
| 5Y | +5.5% | +53.7% | -48.3% | -30.4% |
| 10Y | +52.7% | +220.0% | -167.2% | -50.2% |
| All | +123.7% | +346.0% | -222.3% | -49.5% |
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 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