+47.8%
SW vs RVMD
+510.7%
-462.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.8% |
| 7D | -2.9% | -10.4% | +7.5% | -2.3% |
| 30D | +5.0% | -11.0% | +16.0% | +5.6% |
| 3M | -13.7% | -14.7% | +1.0% | -13.0% |
| 6M | +8.0% | +14.9% | -6.9% | +6.8% |
| YTD | +14.0% | +116.3% | -102.3% | +7.8% |
| 1Y | +25.6% | +167.6% | -142.0% | +17.2% |
| 3Y | +40.1% | +776.8% | -736.7% | +22.5% |
| 5Y | -2.6% | +424.8% | -427.4% | -15.1% |
| All | +47.8% | +510.7% | -462.9% | +33.4% |
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