+4,319.4%
WAB vs RVTY
+2,538.1%
+1,781.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.5% | +4.1% |
| 7D | +4.0% | +6.0% | -2.0% | +2.2% |
| 30D | +4.5% | +4.3% | +0.2% | +3.1% |
| 3M | +2.3% | +40.2% | -37.9% | -7.8% |
| 6M | +12.5% | +59.3% | -46.8% | -2.6% |
| YTD | +40.2% | +66.5% | -26.3% | +18.9% |
| 1Y | +45.2% | +77.5% | -32.3% | +20.8% |
| 3Y | +171.8% | +92.5% | +79.3% | +115.8% |
| 5Y | +217.6% | -6.8% | +224.4% | +203.4% |
| 10Y | +285.3% | +225.4% | +59.9% | +151.9% |
| All | +4,319.4% | +2,538.1% | +1,781.3% | +1,429.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling