+21.9%
WAT vs RVMD
+169.1%
-147.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.6% |
| 7D | +2.0% | -0.7% | +2.7% | +2.1% |
| 30D | +7.7% | -6.4% | +14.1% | +8.3% |
| 3M | +11.1% | -14.1% | +25.2% | +12.4% |
| 6M | +31.2% | +21.0% | +10.2% | +29.4% |
| YTD | +21.7% | +121.4% | -99.7% | +16.3% |
| All | +21.9% | +169.1% | -147.3% | +9.6% |
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 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