+20.0%
WM vs RVMD
+224.2%
-204.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -3.9% | +0.3% |
| 7D | -0.5% | +6.4% | -6.8% | -0.2% |
| 30D | +13.3% | +5.5% | +7.8% | +13.5% |
| 3M | +4.4% | -2.4% | +6.8% | +4.4% |
| 6M | +10.8% | +41.1% | -30.3% | +11.5% |
| YTD | +9.1% | +151.3% | -142.2% | +10.7% |
| All | +20.0% | +224.2% | -204.2% | +17.0% |
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