+340.7%
RVMD vs WWD
+41.6%
+299.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.1% |
| 7D | -3.0% | -2.6% | -0.4% | -2.4% |
| 30D | -0.7% | -6.9% | +6.2% | +0.8% |
| 3M | +36.5% | -13.0% | +49.6% | +40.1% |
| 6M | +104.6% | -12.5% | +117.1% | +109.0% |
| YTD | +155.8% | +11.8% | +144.0% | +155.8% |
| 1Y | +340.7% | +41.1% | +299.6% | +325.5% |
| All | +340.7% | +41.6% | +299.1% | +325.5% |
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