+112.4%
WM vs RVMD
+581.6%
-469.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.2% | -10.3% | -2.4% |
| 7D | +1.2% | +0.5% | +0.7% | +1.1% |
| 30D | +13.1% | -4.3% | +17.4% | +13.2% |
| 3M | +3.6% | -2.8% | +6.4% | +3.6% |
| 6M | +8.1% | +27.3% | -19.2% | +6.7% |
| YTD | +8.9% | +141.4% | -132.5% | +3.8% |
| 1Y | +20.3% | +213.3% | -192.9% | +13.1% |
| 3Y | +46.2% | +792.7% | -746.5% | +29.7% |
| 5Y | +59.9% | +470.6% | -410.7% | +41.8% |
| All | +112.4% | +581.6% | -469.2% | +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 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