+141.2%
RVTY vs WTW
+198.0%
-56.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -4.5% | -5.7% | +1.2% | -2.6% |
| 30D | +5.5% | -7.3% | +12.7% | +8.1% |
| 3M | +22.5% | +21.5% | +1.1% | +14.2% |
| 6M | +38.9% | +9.6% | +29.3% | +33.1% |
| YTD | +28.7% | -3.3% | +32.0% | +28.3% |
| 1Y | +45.5% | -6.1% | +51.6% | +46.3% |
| 3Y | +16.4% | +61.8% | -45.5% | -7.6% |
| 5Y | -32.7% | +42.7% | -75.4% | -44.2% |
| All | +141.2% | +198.0% | -56.8% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling