+53.8%
SW vs RVMD
+529.7%
-476.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.0% | +9.5% | -0.9% |
| 7D | +4.7% | -6.6% | +11.3% | +5.0% |
| 30D | +5.0% | -11.1% | +16.1% | +5.6% |
| 3M | -7.3% | -10.0% | +2.6% | -6.9% |
| 6M | +15.0% | +20.7% | -5.7% | +13.4% |
| YTD | +18.5% | +123.0% | -104.5% | +11.9% |
| 1Y | +27.1% | +199.4% | -172.2% | +17.8% |
| 3Y | +49.3% | +701.7% | -652.4% | +31.0% |
| 5Y | -1.6% | +427.2% | -428.8% | -14.3% |
| All | +53.8% | +529.7% | -476.0% | +38.6% |
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 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