+583.5%
RVMD vs WPM
+252.7%
+330.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.3% |
| 7D | -3.6% | -3.6% | 0.0% | -2.8% |
| 30D | -1.1% | +12.5% | -13.5% | -3.9% |
| 3M | +41.0% | +40.6% | +0.4% | +29.9% |
| 6M | +105.7% | +0.5% | +105.2% | +102.6% |
| YTD | +155.3% | +29.0% | +126.3% | +133.3% |
| 1Y | +402.7% | +43.8% | +358.9% | +341.9% |
| 3Y | +533.1% | +266.3% | +266.8% | +296.1% |
| 5Y | +583.5% | +255.1% | +328.4% | +312.0% |
| All | +583.5% | +252.7% | +330.9% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 5y: compounded portfolio wealth divided by compounded WPM 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…
5y analysis · Full analysis span regression · 6 months rolling