-36.9%
RWT vs VT
+66.2%
-103.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.4% | +0.4% | -2.8% | -2.9% |
| 30D | -1.3% | +1.0% | -2.3% | -2.3% |
| 3M | -12.2% | +2.4% | -14.6% | -14.8% |
| 6M | -21.0% | +12.0% | -33.0% | -31.0% |
| YTD | -12.5% | +15.3% | -27.9% | -26.5% |
| 1Y | -17.8% | +22.6% | -40.4% | -36.0% |
| 3Y | -23.1% | +74.7% | -97.8% | -61.1% |
| All | -36.9% | +66.2% | -103.1% | -66.6% |
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