+379.2%
RVTY vs WTW
+1,139.1%
-759.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -1.5% |
| 7D | +0.4% | -2.7% | +3.1% | +1.3% |
| 30D | +10.8% | -5.6% | +16.5% | +12.9% |
| 3M | +26.8% | +26.5% | +0.3% | +16.8% |
| 6M | +39.3% | +8.1% | +31.2% | +34.2% |
| YTD | +31.6% | -0.3% | +31.9% | +29.5% |
| 1Y | +47.7% | -0.9% | +48.5% | +45.3% |
| 3Y | +19.9% | +66.6% | -46.7% | -2.9% |
| 5Y | -32.3% | +54.0% | -86.3% | -43.9% |
| 10Y | +138.4% | +198.1% | -59.7% | +53.1% |
| All | +379.2% | +1,139.1% | -759.9% | +167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling