+28.8%
WEC vs RVMD
+622.3%
-593.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.6% | -3.0% | +2.4% | -0.5% |
| 30D | -2.6% | -0.7% | -1.9% | -2.6% |
| 3M | -6.0% | +36.5% | -42.6% | -6.8% |
| 6M | -5.4% | +104.6% | -110.0% | -7.5% |
| YTD | +2.5% | +155.8% | -153.4% | -0.7% |
| 1Y | -0.7% | +340.7% | -341.4% | -5.6% |
| 3Y | +38.7% | +519.9% | -481.2% | +28.7% |
| 5Y | +31.7% | +584.9% | -553.3% | +20.3% |
| All | +28.8% | +622.3% | -593.5% | +17.0% |
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