-59.6%
RWT vs VT
+53.2%
-112.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | +0.1% |
| 7D | -3.7% | -4.2% | +0.5% | +1.2% |
| 30D | -9.6% | -5.8% | -3.8% | -3.1% |
| 3M | -28.8% | -5.2% | -23.6% | -24.1% |
| 6M | -39.4% | +0.1% | -39.5% | -39.7% |
| YTD | -36.9% | +8.2% | -45.1% | -43.0% |
| 1Y | -31.4% | +10.1% | -41.5% | -39.3% |
| 3Y | -35.6% | +69.7% | -105.3% | -66.6% |
| 5Y | -59.6% | +53.4% | -113.0% | -76.3% |
| All | -59.6% | +53.2% | -112.8% | -76.3% |
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