+20.2%
WM vs RVMD
+190.1%
-169.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.4% | +7.6% | +1.0% |
| 7D | +0.8% | -9.5% | +10.3% | +0.5% |
| 30D | +13.8% | -6.8% | +20.6% | +13.6% |
| 3M | +6.4% | -12.1% | +18.5% | +6.1% |
| 6M | +13.2% | +25.4% | -12.1% | +13.6% |
| YTD | +10.8% | +126.9% | -116.1% | +12.1% |
| 1Y | +20.2% | +182.0% | -161.8% | +17.7% |
| All | +20.2% | +190.1% | -169.9% | +17.7% |
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