+48.3%
WAB vs RVTY
+43.7%
+4.6%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.8% |
| 7D | +0.2% | -5.4% | +5.7% | +1.5% |
| 30D | -4.6% | +6.7% | -11.3% | -6.1% |
| 3M | +5.6% | +19.0% | -13.4% | +1.0% |
| 6M | +13.8% | +34.6% | -20.8% | +4.7% |
| YTD | +31.9% | +28.3% | +3.6% | +21.2% |
| 1Y | +48.3% | +46.0% | +2.2% | +31.5% |
| All | +48.3% | +43.7% | +4.6% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling