+605.1%
RVMD vs WU
-57.8%
+662.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -3.0% | -3.5% | +0.5% | -1.8% |
| 30D | -0.7% | -2.9% | +2.2% | +0.1% |
| 3M | +36.5% | -2.3% | +38.8% | +35.3% |
| 6M | +104.6% | -25.4% | +130.0% | +123.7% |
| YTD | +155.8% | -21.2% | +177.0% | +172.5% |
| 1Y | +340.7% | -8.9% | +349.5% | +339.3% |
| 3Y | +519.9% | -29.0% | +548.9% | +566.6% |
| 5Y | +584.9% | -50.7% | +635.7% | +742.7% |
| All | +605.1% | -57.8% | +662.9% | +735.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling