+518.6%
RVMD vs WWD
+164.0%
+354.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.6% |
| 7D | -3.6% | -2.9% | -0.7% | -2.6% |
| 30D | -1.1% | -6.6% | +5.5% | +1.1% |
| 3M | +41.0% | -9.3% | +50.3% | +44.2% |
| 6M | +105.7% | -13.6% | +119.3% | +113.7% |
| YTD | +155.3% | +10.4% | +144.9% | +142.4% |
| 1Y | +402.7% | +39.9% | +362.8% | +333.1% |
| All | +518.6% | +164.0% | +354.6% | +226.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling