+241.0%
RVMD vs WWD
+27.2%
+213.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +3.3% |
| 7D | +5.8% | +7.3% | -1.5% | +4.0% |
| 30D | -3.8% | -2.0% | -1.9% | -3.5% |
| 3M | +3.2% | -12.6% | +15.8% | +6.4% |
| 6M | +35.0% | -8.4% | +43.4% | +36.4% |
| YTD | +150.7% | +8.2% | +142.5% | +151.9% |
| 1Y | +241.0% | +26.5% | +214.4% | +232.1% |
| All | +241.0% | +27.2% | +213.8% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling