-8.0%
WBD vs RVMD
+636.2%
-644.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.7% | -0.7% | -0.9% | -1.5% |
| 30D | +3.9% | +0.3% | +3.5% | +3.7% |
| 3M | +5.1% | +38.9% | -33.8% | -2.0% |
| 6M | +0.6% | +108.1% | -107.5% | -15.6% |
| YTD | -3.2% | +160.7% | -163.9% | -23.9% |
| 1Y | +127.7% | +407.3% | -279.6% | +53.7% |
| 3Y | +146.6% | +546.6% | -400.0% | +52.0% |
| 5Y | +4.2% | +579.8% | -575.6% | -41.4% |
| All | -8.0% | +636.2% | -644.2% | -53.9% |
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 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