+109.5%
WAT vs RVMD
+525.1%
-415.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.5% |
| 7D | +2.0% | -0.7% | +2.7% | +2.1% |
| 30D | +7.7% | -6.4% | +14.1% | +8.4% |
| 3M | +11.1% | -14.1% | +25.2% | +12.9% |
| 6M | +31.2% | +21.0% | +10.2% | +27.6% |
| YTD | +21.7% | +121.4% | -99.7% | +7.6% |
| 1Y | +19.3% | +167.9% | -148.6% | +2.8% |
| 3Y | +80.6% | +794.7% | -714.1% | +31.3% |
| 5Y | +29.5% | +437.2% | -407.6% | -6.8% |
| All | +109.5% | +525.1% | -415.6% | +37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling