+496.2%
RVMD vs WWD
+189.6%
+306.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | -10.4% | +4.0% | -14.4% | -11.9% |
| 30D | -11.0% | +0.4% | -11.4% | -11.2% |
| 3M | -14.7% | -7.9% | -6.8% | -11.8% |
| 6M | +14.9% | -10.6% | +25.5% | +19.0% |
| YTD | +116.3% | +9.4% | +106.9% | +101.7% |
| 1Y | +167.6% | +25.7% | +141.9% | +132.8% |
| 3Y | +776.8% | +148.5% | +628.2% | +428.0% |
| 5Y | +424.8% | +189.5% | +235.3% | +190.0% |
| All | +496.2% | +189.6% | +306.6% | +195.4% |
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