+617.4%
RVMD vs WCC
+676.1%
-58.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -2.1% |
| 7D | -1.2% | +8.5% | -9.7% | -3.8% |
| 30D | +1.1% | -1.0% | +2.0% | +1.2% |
| 3M | +39.6% | +2.1% | +37.5% | +37.6% |
| 6M | +110.7% | +36.8% | +73.9% | +87.1% |
| YTD | +160.3% | +47.7% | +112.6% | +123.5% |
| 1Y | +404.9% | +66.5% | +338.4% | +313.7% |
| 3Y | +545.5% | +134.2% | +411.3% | +347.2% |
| 5Y | +584.7% | +231.6% | +353.0% | +305.1% |
| All | +617.4% | +676.1% | -58.7% | +150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling