+82.1%
WAT vs RVMD
+620.8%
-538.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | -2.9% | -3.6% | +0.7% | -2.4% |
| 30D | -3.2% | -1.1% | -2.1% | -3.1% |
| 3M | +10.6% | +41.0% | -30.4% | +5.7% |
| 6M | +34.0% | +105.7% | -71.6% | +21.0% |
| YTD | +5.7% | +155.3% | -149.6% | -8.0% |
| 1Y | +37.1% | +402.7% | -365.7% | +8.5% |
| 3Y | +52.4% | +533.1% | -480.7% | +13.7% |
| 5Y | -4.4% | +583.5% | -587.9% | -33.2% |
| All | +82.1% | +620.8% | -538.8% | +17.9% |
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