+833.6%
WDC vs RVMD
+636.2%
+197.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +7.5% | -0.7% | +8.2% | +7.6% |
| 30D | +10.1% | +0.3% | +9.7% | +9.9% |
| 3M | -6.8% | +38.9% | -45.7% | -12.5% |
| 6M | +84.1% | +108.1% | -24.0% | +57.6% |
| YTD | +180.3% | +160.7% | +19.5% | +124.8% |
| 1Y | +411.1% | +407.3% | +3.8% | +254.6% |
| 3Y | +1,375.0% | +546.6% | +828.4% | +824.4% |
| 5Y | +991.6% | +579.8% | +411.8% | +520.5% |
| All | +833.6% | +636.2% | +197.4% | +339.8% |
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