+442.1%
RVMD vs WCC
+139.9%
+302.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.8% |
| 7D | -10.4% | +9.9% | -20.3% | -13.1% |
| 30D | -11.0% | -8.4% | -2.5% | -9.0% |
| 3M | -14.7% | -10.3% | -4.4% | -12.7% |
| 6M | +14.9% | -10.5% | +25.4% | +16.7% |
| YTD | +116.3% | +32.2% | +84.1% | +90.2% |
| 1Y | +167.6% | +25.5% | +142.1% | +139.2% |
| 3Y | +776.8% | +134.7% | +642.1% | +491.7% |
| All | +442.1% | +139.9% | +302.2% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling