+617.4%
RVMD vs WPM
+471.5%
+145.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -1.2% | +7.0% | -8.2% | -2.7% |
| 30D | +1.1% | +15.7% | -14.7% | -2.5% |
| 3M | +39.6% | +35.2% | +4.4% | +29.7% |
| 6M | +110.7% | +6.1% | +104.6% | +105.1% |
| YTD | +160.3% | +32.6% | +127.7% | +137.5% |
| 1Y | +404.9% | +46.9% | +358.0% | +345.4% |
| 3Y | +545.5% | +276.3% | +269.2% | +329.2% |
| 5Y | +584.7% | +260.0% | +324.7% | +347.8% |
| All | +617.4% | +471.5% | +145.9% | +308.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling