+104.6%
RVMD vs WETO
-94.8%
+199.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.2% |
| 7D | -3.0% | -4.3% | +1.3% | -3.0% |
| 30D | -0.7% | -39.9% | +39.2% | -0.2% |
| 3M | +36.5% | -97.9% | +134.4% | +44.2% |
| 6M | +104.6% | -95.0% | +199.6% | +108.0% |
| All | +104.6% | -94.8% | +199.4% | +108.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling