+45.0%
WEC vs RVMD
+510.7%
-465.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.0% |
| 7D | +2.3% | -10.4% | +12.7% | +2.6% |
| 30D | +11.1% | -11.0% | +22.0% | +11.3% |
| 3M | +8.4% | -14.7% | +23.2% | +8.8% |
| 6M | +7.5% | +14.9% | -7.4% | +6.9% |
| YTD | +15.3% | +116.3% | -101.0% | +12.1% |
| 1Y | +9.7% | +167.6% | -157.9% | +5.9% |
| 3Y | +64.7% | +776.8% | -712.1% | +51.5% |
| 5Y | +57.3% | +424.8% | -367.5% | +44.7% |
| All | +45.0% | +510.7% | -465.7% | +32.1% |
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