-4.1%
WAT vs RVMD
+591.3%
-595.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | -1.7% | +0.3% | -2.0% | -1.8% |
| 3M | +9.1% | +38.9% | -29.8% | +4.3% |
| 6M | +32.4% | +108.1% | -75.7% | +19.0% |
| YTD | +6.6% | +160.7% | -154.2% | -8.0% |
| 1Y | +34.7% | +407.3% | -372.6% | +5.4% |
| 3Y | +53.6% | +546.6% | -493.0% | +12.8% |
| 5Y | -4.1% | +579.8% | -583.9% | -35.6% |
| All | -4.1% | +591.3% | -595.4% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling