+605.1%
RVMD vs WWD
+196.1%
+409.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.4% |
| 7D | -3.0% | -2.6% | -0.4% | -1.8% |
| 30D | -0.7% | -6.9% | +6.2% | +2.3% |
| 3M | +36.5% | -13.0% | +49.6% | +43.8% |
| 6M | +104.6% | -12.5% | +117.1% | +114.0% |
| YTD | +155.8% | +11.8% | +144.0% | +136.7% |
| 1Y | +340.7% | +41.1% | +299.6% | +262.9% |
| 3Y | +519.9% | +163.1% | +356.9% | +265.2% |
| 5Y | +584.9% | +187.6% | +397.3% | +280.0% |
| All | +605.1% | +196.1% | +409.0% | +246.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling