-60.1%
RWT vs VT
+57.4%
-117.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -3.6% |
| 7D | -4.3% | +0.4% | -4.7% | -4.7% |
| 30D | -2.2% | -2.6% | +0.4% | +0.8% |
| 3M | -31.5% | -3.2% | -28.2% | -28.8% |
| 6M | -39.6% | +0.9% | -40.6% | -40.5% |
| YTD | -37.1% | +11.3% | -48.4% | -45.0% |
| 1Y | -30.7% | +14.0% | -44.7% | -41.2% |
| 3Y | -31.7% | +75.8% | -107.5% | -66.1% |
| 5Y | -60.1% | +57.8% | -117.9% | -77.4% |
| All | -60.1% | +57.4% | -117.4% | -77.4% |
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