-28.9%
RWT vs VT
+374.2%
-403.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.4% | +0.4% | -2.8% | -2.8% |
| 30D | -1.3% | +1.0% | -2.3% | -2.3% |
| 3M | -12.2% | +2.4% | -14.6% | -14.7% |
| 6M | -21.0% | +12.0% | -33.0% | -30.5% |
| YTD | -12.5% | +15.3% | -27.9% | -25.8% |
| 1Y | -17.8% | +22.6% | -40.4% | -35.0% |
| 3Y | -23.1% | +74.7% | -97.8% | -58.7% |
| 5Y | -37.3% | +66.1% | -103.4% | -64.0% |
| 10Y | -22.2% | +225.0% | -247.2% | -79.5% |
| All | -28.9% | +374.2% | -403.1% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling