+58.3%
SW vs RVMD
+644.5%
-586.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -5.1% | +1.0% | -6.1% | -5.2% |
| 30D | -4.6% | +6.4% | -11.0% | -5.0% |
| 3M | +9.4% | +34.9% | -25.5% | +7.4% |
| 6M | +3.5% | +107.6% | -104.0% | -1.4% |
| YTD | +22.0% | +163.7% | -141.6% | +14.3% |
| 1Y | +2.2% | +439.2% | -437.0% | -8.6% |
| 3Y | +19.6% | +499.2% | -479.6% | +5.2% |
| 5Y | -2.3% | +621.7% | -624.1% | -16.1% |
| All | +58.3% | +644.5% | -586.2% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling