+94.9%
WM vs RVMD
+634.9%
-540.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -0.9% | -1.2% | +0.3% | -0.9% |
| 30D | -4.3% | +1.1% | -5.4% | -4.4% |
| 3M | +0.8% | +39.6% | -38.9% | -0.7% |
| 6M | -10.8% | +110.7% | -121.4% | -14.0% |
| YTD | -0.1% | +160.3% | -160.3% | -5.0% |
| 1Y | +1.0% | +404.9% | -403.9% | -7.2% |
| 3Y | +45.1% | +545.5% | -500.4% | +30.1% |
| 5Y | +52.1% | +584.7% | -532.6% | +33.3% |
| All | +94.9% | +634.9% | -540.0% | +59.9% |
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