+35.8%
RWX vs VT
+345.0%
-309.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | +2.0% |
| 7D | +2.1% | -4.2% | +6.3% | +5.6% |
| 30D | +4.6% | -5.8% | +10.4% | +9.7% |
| 3M | -5.1% | -5.2% | +0.1% | -1.0% |
| 6M | -3.9% | +0.1% | -4.0% | -4.4% |
| YTD | -3.1% | +8.2% | -11.3% | -9.6% |
| 1Y | -0.9% | +10.1% | -11.1% | -8.9% |
| 3Y | +19.8% | +69.7% | -49.9% | -23.8% |
| 5Y | -12.4% | +53.4% | -65.8% | -39.9% |
| 10Y | +12.1% | +219.2% | -207.1% | -60.4% |
| All | +35.8% | +345.0% | -309.1% | -64.4% |
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 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