+171.8%
WAB vs RVTY
+90.0%
+81.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.5% | +4.2% |
| 7D | +4.0% | +6.0% | -2.0% | +2.5% |
| 30D | +4.5% | +4.3% | +0.2% | +3.3% |
| 3M | +2.3% | +40.2% | -37.9% | -6.8% |
| 6M | +12.5% | +59.3% | -46.8% | -1.4% |
| YTD | +40.2% | +66.5% | -26.3% | +20.1% |
| 1Y | +45.2% | +77.5% | -32.3% | +22.1% |
| 3Y | +171.8% | +92.5% | +79.3% | +119.9% |
| All | +171.8% | +90.0% | +81.8% | +119.9% |
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