+52.3%
SW vs RVMD
+581.6%
-529.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.2% | -9.2% | -1.4% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | +6.8% | -4.3% | +11.1% | +6.9% |
| 3M | -5.2% | -2.8% | -2.4% | -5.2% |
| 6M | +7.4% | +27.3% | -19.9% | +5.6% |
| YTD | +17.4% | +141.4% | -124.0% | +10.3% |
| 1Y | +27.1% | +213.3% | -186.2% | +17.5% |
| 3Y | +47.9% | +792.7% | -744.8% | +28.9% |
| 5Y | -2.6% | +470.6% | -473.1% | -15.5% |
| All | +52.3% | +581.6% | -529.3% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling