+605.1%
RVMD vs WCN
+66.6%
+538.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -3.0% | -3.1% | +0.1% | -1.6% |
| 30D | -0.7% | -3.4% | +2.7% | +0.8% |
| 3M | +36.5% | +3.0% | +33.6% | +33.5% |
| 6M | +104.6% | -3.8% | +108.4% | +105.7% |
| YTD | +155.8% | -8.3% | +164.1% | +161.6% |
| 1Y | +340.7% | -9.7% | +350.4% | +354.0% |
| 3Y | +519.9% | +17.2% | +502.8% | +435.2% |
| 5Y | +584.9% | +25.3% | +559.7% | +457.1% |
| All | +605.1% | +66.6% | +538.5% | +412.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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