+46.2%
WM vs RVMD
+793.5%
-747.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.2% | -10.3% | -2.2% |
| 7D | +1.2% | +0.5% | +0.7% | +1.2% |
| 30D | +13.1% | -4.3% | +17.4% | +13.1% |
| 3M | +3.6% | -2.8% | +6.4% | +3.6% |
| 6M | +8.1% | +27.3% | -19.2% | +7.3% |
| YTD | +8.9% | +141.4% | -132.5% | +5.0% |
| 1Y | +20.3% | +213.3% | -192.9% | +14.2% |
| 3Y | +46.2% | +792.7% | -746.5% | +33.6% |
| All | +46.2% | +793.5% | -747.3% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling