+626.7%
RVMD vs WWD
+204.0%
+422.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | +1.0% | +1.3% | -0.3% | +0.4% |
| 30D | +6.4% | -7.2% | +13.6% | +9.8% |
| 3M | +34.9% | -3.8% | +38.7% | +35.7% |
| 6M | +107.6% | -9.9% | +117.5% | +114.3% |
| YTD | +163.7% | +14.8% | +148.9% | +141.2% |
| 1Y | +439.2% | +42.1% | +397.1% | +342.9% |
| 3Y | +499.2% | +170.8% | +328.4% | +248.4% |
| 5Y | +621.7% | +197.5% | +424.2% | +294.4% |
| All | +626.7% | +204.0% | +422.8% | +253.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling