+5.3%
RWX vs VT
+221.4%
-216.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +0.6% | +1.0% | -0.4% | -0.1% |
| 30D | -2.6% | -0.2% | -2.4% | -2.5% |
| 3M | +4.4% | +4.5% | -0.2% | +1.1% |
| 6M | -2.6% | +14.1% | -16.6% | -11.1% |
| YTD | -0.3% | +14.8% | -15.0% | -9.5% |
| 1Y | +1.8% | +21.2% | -19.4% | -11.1% |
| 3Y | +22.8% | +76.6% | -53.7% | -18.2% |
| 5Y | -10.0% | +66.6% | -76.6% | -38.1% |
| 10Y | +5.3% | +222.3% | -217.0% | -55.6% |
| All | +5.3% | +221.4% | -216.1% | -55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling