+83.4%
WAT vs RVTY
+85.4%
-2.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.6% |
| 7D | +0.6% | -0.5% | +1.0% | +0.9% |
| 30D | +5.4% | +1.5% | +3.9% | +4.0% |
| 3M | +11.3% | +31.5% | -20.2% | -8.0% |
| 6M | +37.4% | +62.7% | -25.3% | -2.5% |
| YTD | +21.2% | +60.0% | -38.8% | -14.3% |
| 1Y | +21.3% | +65.7% | -44.4% | -16.5% |
| 3Y | +83.4% | +85.2% | -1.8% | +17.7% |
| All | +83.4% | +85.4% | -2.0% | +17.7% |
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