-26.9%
VST vs RDW
+29.5%
-56.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | -0.6% | +0.9% | -1.5% | -0.7% |
| 30D | +1.2% | -21.3% | +22.4% | +3.6% |
| 3M | +1.5% | -37.9% | +39.4% | +5.3% |
| 6M | -6.5% | +12.3% | -18.8% | -10.1% |
| YTD | -7.8% | +39.7% | -47.5% | -14.2% |
| 1Y | -26.9% | +25.7% | -52.6% | -32.0% |
| All | -26.9% | +29.5% | -56.4% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling