+421.4%
RVMD vs WETO
-99.4%
+520.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.3% |
| 7D | -3.0% | -4.3% | +1.3% | -2.9% |
| 30D | -0.7% | -39.9% | +39.2% | -1.3% |
| 3M | +36.5% | -97.9% | +134.4% | +45.1% |
| 6M | +104.6% | -95.0% | +199.6% | +104.7% |
| YTD | +155.8% | -97.2% | +253.0% | +163.2% |
| 1Y | +340.7% | -98.9% | +439.6% | +378.5% |
| All | +421.4% | -99.4% | +520.8% | +452.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling