+27.3%
WAT vs RVMD
+244.4%
-217.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.4% |
| 7D | -1.9% | +5.8% | -7.8% | -2.5% |
| 30D | +6.2% | -3.8% | +10.1% | +6.5% |
| 3M | +18.1% | +3.2% | +14.8% | +17.6% |
| 6M | +54.9% | +35.0% | +19.9% | +50.9% |
| YTD | +23.1% | +150.7% | -127.6% | +15.6% |
| 1Y | +27.3% | +241.0% | -213.7% | +9.0% |
| All | +27.3% | +244.4% | -217.1% | +9.0% |
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 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