+85.6%
WAT vs RVMD
+644.5%
-558.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -1.3% | +1.0% | -2.3% | -1.4% |
| 30D | +2.3% | +6.4% | -4.1% | +1.5% |
| 3M | +8.7% | +34.9% | -26.2% | +4.5% |
| 6M | +28.3% | +107.6% | -79.2% | +15.7% |
| YTD | +7.8% | +163.7% | -155.9% | -6.6% |
| 1Y | +36.6% | +439.2% | -402.6% | +7.2% |
| 3Y | +45.7% | +499.2% | -453.5% | +9.4% |
| 5Y | -3.3% | +621.7% | -625.0% | -32.9% |
| All | +85.6% | +644.5% | -558.9% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling