+617.4%
RVMD vs WSM
+597.5%
+19.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -1.2% | +2.6% | -3.8% | -2.0% |
| 30D | +1.1% | -9.5% | +10.6% | +4.4% |
| 3M | +39.6% | +12.9% | +26.7% | +33.8% |
| 6M | +110.7% | +23.0% | +87.6% | +96.0% |
| YTD | +160.3% | +28.9% | +131.4% | +136.5% |
| 1Y | +404.9% | +13.7% | +391.3% | +375.6% |
| 3Y | +545.5% | +232.6% | +312.8% | +275.0% |
| 5Y | +584.7% | +185.9% | +398.8% | +302.2% |
| All | +617.4% | +597.5% | +19.9% | +173.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling