+298.2%
WBD vs RVTY
+665.5%
-367.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.8% | +1.1% | -2.9% | -2.3% |
| 30D | +8.8% | +13.2% | -4.4% | +3.2% |
| 3M | +4.6% | +27.2% | -22.6% | -5.8% |
| 6M | +1.1% | +32.4% | -31.3% | -11.6% |
| YTD | -2.0% | +34.9% | -36.8% | -15.6% |
| 1Y | +140.0% | +52.4% | +87.6% | +95.4% |
| 3Y | +144.4% | +12.3% | +132.1% | +121.2% |
| 5Y | -0.2% | -30.8% | +30.6% | +7.5% |
| 10Y | +9.1% | +150.7% | -141.6% | -36.9% |
| All | +298.2% | +665.5% | -367.4% | +42.8% |
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 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