+603.6%
RVMD vs WTW
+61.8%
+541.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -3.6% | -7.8% | +4.2% | -0.2% |
| 30D | -1.1% | -7.9% | +6.8% | +2.3% |
| 3M | +41.0% | +19.9% | +21.1% | +28.9% |
| 6M | +105.7% | +9.8% | +95.9% | +94.5% |
| YTD | +155.3% | -3.3% | +158.6% | +153.4% |
| 1Y | +402.7% | -3.3% | +406.0% | +397.7% |
| 3Y | +533.1% | +61.5% | +471.6% | +364.5% |
| 5Y | +583.5% | +42.6% | +540.9% | +430.3% |
| All | +603.6% | +61.8% | +541.9% | +441.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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