+617.4%
RVMD vs WCN
+70.2%
+547.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -0.8% |
| 7D | -1.2% | -0.4% | -0.8% | -1.0% |
| 30D | +1.1% | -2.1% | +3.2% | +2.0% |
| 3M | +39.6% | +6.4% | +33.2% | +34.3% |
| 6M | +110.7% | -3.7% | +114.4% | +112.0% |
| YTD | +160.3% | -6.4% | +166.6% | +163.5% |
| 1Y | +404.9% | -7.9% | +412.9% | +415.9% |
| 3Y | +545.5% | +20.8% | +524.7% | +448.6% |
| 5Y | +584.7% | +29.0% | +555.7% | +448.8% |
| All | +617.4% | +70.2% | +547.2% | +416.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling