-38.2%
RWT price history and return analytics
+66.2%
-104.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.6% |
| 7D | -0.2% | +1.0% | -1.2% | -1.4% |
| 30D | -6.8% | -0.2% | -6.5% | -6.5% |
| 3M | -10.1% | +4.5% | -14.7% | -14.7% |
| 6M | -21.3% | +14.1% | -35.3% | -32.7% |
| YTD | -14.5% | +14.8% | -29.2% | -27.8% |
| 1Y | -20.0% | +21.2% | -41.2% | -36.9% |
| 3Y | -19.1% | +76.6% | -95.7% | -59.6% |
| 5Y | -38.2% | +66.6% | -104.8% | -67.3% |
| All | -38.2% | +66.2% | -104.4% | -67.3% |
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