-48.9%
RWT price history and return analytics
+357.6%
-406.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -3.5% |
| 7D | -4.3% | +0.4% | -4.7% | -4.7% |
| 30D | -2.2% | -2.6% | +0.4% | +0.7% |
| 3M | -31.5% | -3.2% | -28.2% | -28.9% |
| 6M | -39.6% | +0.9% | -40.6% | -40.4% |
| YTD | -37.1% | +11.3% | -48.4% | -44.5% |
| 1Y | -30.7% | +14.0% | -44.7% | -40.4% |
| 3Y | -31.7% | +75.8% | -107.5% | -63.6% |
| 5Y | -60.1% | +57.8% | -117.9% | -75.7% |
| 10Y | -45.3% | +219.8% | -265.1% | -85.3% |
| All | -48.9% | +357.6% | -406.5% | -89.4% |
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