-2.6%
SW vs RVMD
+469.5%
-472.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.2% | -9.2% | -1.5% |
| 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% | +5.3% |
| YTD | +17.4% | +141.4% | -124.0% | +9.2% |
| 1Y | +27.1% | +213.3% | -186.2% | +15.9% |
| 3Y | +47.9% | +792.7% | -744.8% | +26.3% |
| All | -2.6% | +469.5% | -472.1% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling