+112.7%
WM vs RVMD
+609.5%
-496.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -3.9% | 0.0% |
| 7D | -0.5% | +6.4% | -6.8% | -0.7% |
| 30D | +13.3% | +5.5% | +7.8% | +13.0% |
| 3M | +4.4% | -2.4% | +6.8% | +4.4% |
| 6M | +10.8% | +41.1% | -30.3% | +9.0% |
| YTD | +9.1% | +151.3% | -142.2% | +3.8% |
| 1Y | +19.1% | +228.1% | -208.9% | +11.8% |
| 3Y | +45.7% | +899.8% | -854.1% | +28.6% |
| 5Y | +60.4% | +514.0% | -453.5% | +41.7% |
| All | +112.7% | +609.5% | -496.8% | +74.5% |
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