+617.4%
RVMD vs WU
-57.3%
+674.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.4% |
| 7D | -1.2% | -0.8% | -0.4% | -1.0% |
| 30D | +1.1% | -1.1% | +2.2% | +1.2% |
| 3M | +39.6% | -1.8% | +41.4% | +38.2% |
| 6M | +110.7% | -23.9% | +134.6% | +128.7% |
| YTD | +160.3% | -20.4% | +180.7% | +176.2% |
| 1Y | +404.9% | -10.6% | +415.5% | +407.6% |
| 3Y | +545.5% | -27.7% | +573.2% | +589.5% |
| 5Y | +584.7% | -51.1% | +635.8% | +745.5% |
| All | +617.4% | -57.3% | +674.7% | +746.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling