-43.5%
RWT vs VT
+215.5%
-259.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | -0.3% | -2.3% | +2.0% | +2.3% |
| 30D | -6.6% | -5.0% | -1.6% | -1.3% |
| 3M | -28.4% | -4.9% | -23.6% | -24.3% |
| 6M | -39.2% | -1.5% | -37.7% | -38.3% |
| YTD | -36.7% | +8.5% | -45.2% | -42.4% |
| 1Y | -29.4% | +11.4% | -40.8% | -37.6% |
| 3Y | -34.2% | +70.1% | -104.2% | -63.2% |
| 5Y | -59.5% | +53.7% | -113.2% | -74.7% |
| All | -43.5% | +215.5% | -259.1% | -81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling