+626.7%
RVMD vs BWA
+147.2%
+479.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.3% |
| 7D | +1.0% | +5.7% | -4.6% | -0.9% |
| 30D | +6.4% | +1.4% | +5.0% | +5.7% |
| 3M | +34.9% | -12.1% | +47.0% | +40.2% |
| 6M | +107.6% | +28.6% | +79.0% | +87.3% |
| YTD | +163.7% | +51.1% | +112.6% | +120.3% |
| 1Y | +439.2% | +55.9% | +383.3% | +343.5% |
| 3Y | +499.2% | +70.1% | +429.1% | +362.3% |
| 5Y | +621.7% | +90.7% | +531.0% | +414.2% |
| All | +626.7% | +147.2% | +479.6% | +310.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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