+62.8%
ITW vs RVMD
+636.2%
-573.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -1.9% | -0.7% | -1.2% | -1.8% |
| 30D | -10.4% | +0.3% | -10.7% | -10.4% |
| 3M | +3.5% | +38.9% | -35.3% | +0.7% |
| 6M | -3.4% | +108.1% | -111.5% | -9.8% |
| YTD | +8.5% | +160.7% | -152.2% | -1.2% |
| 1Y | +3.2% | +407.3% | -404.0% | -11.8% |
| 3Y | +18.9% | +546.6% | -527.7% | -3.0% |
| 5Y | +35.0% | +579.8% | -544.8% | +5.6% |
| All | +62.8% | +636.2% | -573.4% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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