+10,726.6%
WAT vs RVTY
+1,811.4%
+8,915.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.3% | +1.1% | -2.4% | -1.8% |
| 30D | +2.3% | +13.2% | -10.9% | -3.5% |
| 3M | +8.7% | +27.2% | -18.5% | -3.3% |
| 6M | +28.3% | +32.4% | -4.1% | +12.3% |
| YTD | +7.8% | +34.9% | -27.1% | -7.0% |
| 1Y | +36.6% | +52.4% | -15.8% | +11.3% |
| 3Y | +45.7% | +12.3% | +33.4% | +35.4% |
| 5Y | -3.3% | -30.8% | +27.5% | +11.0% |
| 10Y | +162.1% | +150.7% | +11.4% | +69.3% |
| All | +10,726.6% | +1,811.4% | +8,915.1% | +3,229.2% |
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