+605.1%
RVMD vs WAB
+276.5%
+328.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.3% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -0.7% | -4.1% | +3.3% | +1.3% |
| 3M | +36.5% | +8.2% | +28.4% | +30.2% |
| 6M | +104.6% | +15.4% | +89.2% | +87.3% |
| YTD | +155.8% | +33.1% | +122.7% | +116.6% |
| 1Y | +340.7% | +48.1% | +292.6% | +252.1% |
| 3Y | +519.9% | +167.7% | +352.2% | +256.7% |
| 5Y | +584.9% | +225.7% | +359.2% | +259.0% |
| All | +605.1% | +276.5% | +328.6% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling