+439.2%
RVMD vs WETO
-98.9%
+538.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -20.8% | +20.4% | -0.3% |
| 7D | +1.0% | -55.4% | +56.4% | +1.4% |
| 30D | +6.4% | -48.5% | +54.9% | +6.9% |
| 3M | +34.9% | -97.5% | +132.4% | +41.5% |
| 6M | +107.6% | -94.2% | +201.8% | +111.4% |
| YTD | +163.7% | -97.0% | +260.7% | +171.3% |
| 1Y | +439.2% | -98.9% | +538.1% | +486.4% |
| All | +439.2% | -98.9% | +538.1% | +486.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling