+241.0%
RVMD vs WSM
+44.0%
+197.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.5% | -3.6% | +1.6% |
| 7D | +5.8% | +8.0% | -2.2% | +4.3% |
| 30D | -3.8% | +13.5% | -17.3% | -6.2% |
| 3M | +3.2% | +8.8% | -5.6% | +1.5% |
| 6M | +35.0% | +54.7% | -19.7% | +25.2% |
| YTD | +150.7% | +53.3% | +97.4% | +138.9% |
| 1Y | +241.0% | +41.1% | +199.8% | +225.3% |
| All | +241.0% | +44.0% | +197.0% | +225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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