+12,001.8%
WAT vs RVTY
+2,177.8%
+9,824.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | -0.3% |
| 7D | -1.1% | -1.2% | +0.1% | -0.7% |
| 30D | +5.0% | +1.0% | +3.9% | +4.2% |
| 3M | +14.5% | +35.8% | -21.4% | -1.4% |
| 6M | +30.9% | +56.7% | -25.8% | +5.2% |
| YTD | +20.5% | +60.7% | -40.2% | -4.7% |
| 1Y | +23.3% | +73.7% | -50.4% | -6.0% |
| 3Y | +81.5% | +82.8% | -1.3% | +35.2% |
| 5Y | +33.4% | -7.0% | +40.4% | +33.2% |
| 10Y | +231.5% | +212.3% | +19.2% | +92.4% |
| All | +12,001.8% | +2,177.8% | +9,824.0% | +3,310.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling