+228.0%
WAB vs RVTY
-32.1%
+260.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.2% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | -2.4% | +10.8% | -13.3% | -5.4% |
| 3M | +9.7% | +26.8% | -17.1% | +2.0% |
| 6M | +16.5% | +39.3% | -22.8% | +4.9% |
| YTD | +33.7% | +31.6% | +2.1% | +21.7% |
| 1Y | +49.7% | +47.7% | +2.0% | +31.2% |
| 3Y | +170.9% | +19.9% | +151.0% | +145.7% |
| 5Y | +228.0% | -32.3% | +260.4% | +234.3% |
| All | +228.0% | -32.1% | +260.2% | +234.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling