-7.6%
WBD vs RVMD
+622.3%
-629.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.7% | -3.0% | +2.2% | -0.2% |
| 30D | +1.4% | -0.7% | +2.1% | +1.5% |
| 3M | +4.4% | +36.5% | -32.2% | -2.3% |
| 6M | +0.8% | +104.6% | -103.8% | -15.1% |
| YTD | -2.7% | +155.8% | -158.5% | -23.3% |
| 1Y | +73.4% | +340.7% | -267.3% | +20.3% |
| 3Y | +142.1% | +519.9% | -377.8% | +50.5% |
| 5Y | +7.2% | +584.9% | -577.7% | -39.8% |
| All | -7.6% | +622.3% | -629.9% | -53.6% |
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 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