+518.6%
RVMD vs WCN
+18.2%
+500.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -3.6% | -4.4% | +0.9% | -2.8% |
| 30D | -1.1% | -4.4% | +3.4% | -0.3% |
| 3M | +41.0% | +0.5% | +40.6% | +39.9% |
| 6M | +105.7% | -3.3% | +109.0% | +106.4% |
| YTD | +155.3% | -8.5% | +163.8% | +160.0% |
| 1Y | +402.7% | -8.9% | +411.6% | +412.7% |
| All | +518.6% | +18.2% | +500.5% | +411.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling