+36.6%
WAT vs RVTY
+57.1%
-20.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -1.3% | +1.1% | -2.4% | -1.9% |
| 30D | +2.3% | +13.2% | -10.9% | -5.3% |
| 3M | +8.7% | +27.2% | -18.5% | -7.1% |
| 6M | +28.3% | +32.4% | -4.1% | +5.3% |
| YTD | +7.8% | +34.9% | -27.1% | -14.0% |
| 1Y | +36.6% | +52.4% | -15.8% | -2.2% |
| All | +36.6% | +57.1% | -20.5% | -2.2% |
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