-0.7%
WEC vs RVMD
+375.0%
-375.7%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.6% | -3.0% | +2.4% | -0.6% |
| 30D | -2.6% | -0.7% | -1.9% | -2.6% |
| 3M | -6.0% | +36.5% | -42.6% | -5.5% |
| 6M | -5.4% | +104.6% | -110.0% | -4.2% |
| YTD | +2.5% | +155.8% | -153.4% | +3.6% |
| 1Y | -0.7% | +340.7% | -341.4% | -4.4% |
| All | -0.7% | +375.0% | -375.7% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling