+626.7%
RVMD vs WST
+109.0%
+517.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +1.0% | +0.7% | +0.3% | +0.8% |
| 30D | +6.4% | -3.1% | +9.6% | +7.4% |
| 3M | +34.9% | +7.2% | +27.7% | +32.0% |
| 6M | +107.6% | +36.8% | +70.7% | +87.7% |
| YTD | +163.7% | +23.8% | +139.8% | +144.5% |
| 1Y | +439.2% | +37.8% | +401.4% | +380.7% |
| 3Y | +499.2% | -15.9% | +515.1% | +489.2% |
| 5Y | +621.7% | -25.8% | +647.5% | +619.8% |
| All | +626.7% | +109.0% | +517.8% | +343.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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