+583.5%
RVMD vs WWD
+187.1%
+396.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.4% |
| 7D | -3.6% | -2.9% | -0.7% | -2.3% |
| 30D | -1.1% | -6.6% | +5.5% | +1.8% |
| 3M | +41.0% | -9.3% | +50.3% | +45.5% |
| 6M | +105.7% | -13.6% | +119.3% | +116.4% |
| YTD | +155.3% | +10.4% | +144.9% | +136.5% |
| 1Y | +402.7% | +39.9% | +362.8% | +309.6% |
| 3Y | +533.1% | +165.0% | +368.1% | +239.4% |
| 5Y | +583.5% | +183.8% | +399.7% | +244.1% |
| All | +583.5% | +187.1% | +396.4% | +244.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling