+234.8%
WAT vs RVTY
+217.6%
+17.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +1.9% |
| 7D | +6.0% | +6.0% | 0.0% | +2.0% |
| 30D | +9.9% | +4.3% | +5.6% | +6.7% |
| 3M | +17.2% | +40.2% | -23.1% | -6.2% |
| 6M | +34.2% | +59.3% | -25.1% | -1.4% |
| YTD | +25.5% | +66.5% | -41.0% | -11.2% |
| 1Y | +28.3% | +77.5% | -49.2% | -13.0% |
| 3Y | +88.4% | +92.5% | -4.1% | +20.1% |
| 5Y | +36.1% | -6.8% | +43.0% | +31.4% |
| 10Y | +234.8% | +225.4% | +9.4% | +35.5% |
| All | +234.8% | +217.6% | +17.2% | +35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling