+166.5%
WAB vs RVTY
+18.2%
+148.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -3.2% | +1.1% | -4.3% | -3.5% |
| 30D | -4.4% | +13.2% | -17.7% | -7.4% |
| 3M | +7.9% | +27.2% | -19.4% | +1.2% |
| 6M | +8.7% | +32.4% | -23.7% | +0.5% |
| YTD | +33.0% | +34.9% | -1.9% | +21.7% |
| 1Y | +46.7% | +52.4% | -5.7% | +29.8% |
| All | +166.5% | +18.2% | +148.3% | +151.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling