If you had sold every RSU vest and bought an index instead, where would you be? Run the simulation. Then read the survivorship-bias note before letting hindsight drive future decisions.
Total RSU value vested in this position and the window it spans.
Forward CAGRs for the company stock and the index alternative, plus your capital-gains rate.
After-tax wealth at the end of the window, hold-all vs sell-at-vest-and-index.
Survivorship bias: you only run this calculator on a company still around to have RSUs. The base rate for any single stock over a long horizon is closer to the index, not the survivor stories.
Illustrative figures only. The model assumes vests are evenly spread over the years window and applies the average holding time to both scenarios; granular vest-date schedules will produce slightly different numbers. For your specific situation, consult a qualified adviser.
Worth tracks every vest, sets a sell-at-vest policy, and surfaces the concentration band as it moves. Decide the rule once; let the policy handle each tranche. Join the waitlist.
Industry rule of thumb is that no single stock should exceed ten to fifteen per cent of investable net worth. Some advisers go lower (five per cent) for employer stock specifically, because salary is already correlated with the company. Above thirty per cent is highly concentrated; a bad year for the company then hits both portfolio and paycheck.
At vest, no. Cost basis equals vest value, so selling immediately triggers zero gain. After vest, holding creates an unrealised gain that becomes taxable when sold. That is the only real tax argument, and it usually loses to concentration risk for most people.
Because the stock CAGR you enter is filtered by survival. You only run this calculator on a company still around to have RSUs. The base rate for any single stock over a long horizon is closer to the index, not the survivor stories. Use the simulation to scratch the itch, then set a sell-at-vest policy regardless of what the maths says.
No. It assumes vests are evenly spread across the years window and applies the average holding time, which is half of the years entered. This is a fast approximation; a granular schedule with exact dates and prices will give slightly different results but rarely changes the conclusion.