+124.9%
RWO vs VT
+374.2%
-249.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.9% | +0.4% | -1.4% | -1.3% |
| 30D | -3.2% | +1.0% | -4.1% | -4.0% |
| 3M | +2.1% | +2.4% | -0.3% | -0.5% |
| 6M | +1.7% | +12.0% | -10.3% | -8.7% |
| YTD | +11.4% | +15.3% | -3.9% | -2.7% |
| 1Y | +13.1% | +22.6% | -9.5% | -6.8% |
| 3Y | +34.0% | +74.7% | -40.6% | -20.5% |
| 5Y | +7.0% | +66.1% | -59.2% | -34.1% |
| 10Y | +38.2% | +225.0% | -186.8% | -55.3% |
| All | +124.9% | +374.2% | -249.3% | -51.8% |
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