+588.9%
RVMD vs WY
-22.2%
+611.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -3.0% | -4.2% | +1.2% | -0.7% |
| 30D | -0.7% | -10.1% | +9.4% | +4.9% |
| 3M | +36.5% | -8.5% | +45.0% | +41.6% |
| 6M | +104.6% | -3.3% | +108.0% | +103.8% |
| YTD | +155.8% | -4.4% | +160.2% | +154.3% |
| 1Y | +340.7% | -11.5% | +352.2% | +359.0% |
| 3Y | +519.9% | -24.3% | +544.2% | +592.9% |
| All | +588.9% | -22.2% | +611.1% | +695.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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