-59.7%
RWT vs VT
+53.4%
-113.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | -0.3% | -2.3% | +2.0% | +2.5% |
| 30D | -6.6% | -5.0% | -1.6% | -0.9% |
| 3M | -28.4% | -4.9% | -23.6% | -24.0% |
| 6M | -39.2% | -1.5% | -37.7% | -38.3% |
| YTD | -36.7% | +8.5% | -45.2% | -43.0% |
| 1Y | -29.4% | +11.4% | -40.8% | -38.4% |
| 3Y | -34.2% | +70.1% | -104.2% | -66.0% |
| All | -59.7% | +53.4% | -113.1% | -76.4% |
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