+288.2%
WAB vs RVTY
+139.0%
+149.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.7% |
| 7D | -0.2% | -7.4% | +7.2% | +2.4% |
| 30D | -5.9% | +4.5% | -10.4% | -7.5% |
| 3M | +9.4% | +19.5% | -10.1% | +2.4% |
| 6M | +13.8% | +34.1% | -20.3% | +1.7% |
| YTD | +31.8% | +25.3% | +6.5% | +19.7% |
| 1Y | +48.5% | +47.0% | +1.5% | +27.0% |
| 3Y | +167.0% | +14.1% | +152.8% | +140.5% |
| 5Y | +222.3% | -34.6% | +256.9% | +251.7% |
| All | +288.2% | +139.0% | +149.2% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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