+96.0%
WM vs RVMD
+644.5%
-548.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.3% | +1.0% | -1.3% | -0.3% |
| 30D | -2.4% | +6.4% | -8.8% | -2.6% |
| 3M | +0.4% | +34.9% | -34.5% | -0.9% |
| 6M | -9.5% | +107.6% | -117.0% | -12.7% |
| YTD | +0.5% | +163.7% | -163.2% | -4.5% |
| 1Y | -1.1% | +439.2% | -440.3% | -9.4% |
| 3Y | +46.0% | +499.2% | -453.2% | +31.5% |
| 5Y | +51.8% | +621.7% | -569.9% | +32.5% |
| All | +96.0% | +644.5% | -548.5% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling