-5.1%
WAT vs RVTY
-32.1%
+27.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | 0.0% |
| 7D | -0.7% | +0.4% | -1.1% | -1.0% |
| 30D | -1.0% | +10.8% | -11.8% | -7.7% |
| 3M | +10.9% | +26.8% | -15.9% | -6.3% |
| 6M | +33.2% | +39.3% | -6.1% | +5.6% |
| YTD | +6.1% | +31.6% | -25.5% | -13.7% |
| 1Y | +30.2% | +47.7% | -17.5% | -2.5% |
| 3Y | +52.9% | +19.9% | +32.9% | +28.4% |
| 5Y | -5.1% | -32.3% | +27.2% | +14.0% |
| All | -5.1% | -32.1% | +27.0% | +14.0% |
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 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