+26.5%
SW vs RVMD
+190.1%
-163.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | -0.6% |
| 7D | -2.6% | -9.5% | +6.9% | -2.3% |
| 30D | +7.2% | -6.8% | +14.0% | +7.4% |
| 3M | -10.5% | -12.1% | +1.6% | -10.2% |
| 6M | +9.9% | +25.4% | -15.5% | +8.9% |
| YTD | +17.2% | +126.9% | -109.6% | +19.5% |
| 1Y | +26.5% | +182.0% | -155.5% | +21.4% |
| All | +26.5% | +190.1% | -163.6% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling