+30.8%
WAT vs RVTY
-7.4%
+38.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | -0.8% |
| 7D | -1.1% | -1.2% | +0.1% | -0.7% |
| 30D | +5.0% | +1.0% | +3.9% | +3.8% |
| 3M | +14.5% | +35.8% | -21.4% | -7.6% |
| 6M | +30.9% | +56.7% | -25.8% | -4.6% |
| YTD | +20.5% | +60.7% | -40.2% | -14.8% |
| 1Y | +23.3% | +73.7% | -50.4% | -17.5% |
| 3Y | +81.5% | +82.8% | -1.3% | +15.3% |
| All | +30.8% | -7.4% | +38.2% | +30.8% |
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