+30.9%
WEC vs RVMD
+634.9%
-604.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.1% |
| 7D | +0.8% | -1.2% | +2.0% | +0.8% |
| 30D | +0.3% | +1.1% | -0.7% | +0.3% |
| 3M | -2.9% | +39.6% | -42.5% | -3.8% |
| 6M | -5.9% | +110.7% | -116.6% | -8.1% |
| YTD | +4.1% | +160.3% | -156.1% | +0.9% |
| 1Y | +3.1% | +404.9% | -401.8% | -2.4% |
| 3Y | +40.8% | +545.5% | -504.7% | +30.5% |
| 5Y | +31.7% | +584.7% | -553.0% | +20.3% |
| All | +30.9% | +634.9% | -604.0% | +18.8% |
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