-34.6%
RVTY vs WTW
+42.3%
-76.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.5% |
| 7D | -7.4% | -7.8% | +0.4% | -5.2% |
| 30D | +4.5% | -7.9% | +12.4% | +7.0% |
| 3M | +19.5% | +19.9% | -0.5% | +12.6% |
| 6M | +34.1% | +9.8% | +24.3% | +29.3% |
| YTD | +25.3% | -3.3% | +28.6% | +25.7% |
| 1Y | +47.0% | -3.3% | +50.3% | +47.0% |
| 3Y | +14.1% | +61.5% | -47.4% | -13.4% |
| 5Y | -34.6% | +42.6% | -77.1% | -49.6% |
| All | -34.6% | +42.3% | -76.9% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling