+426.4%
WCC vs RVTY
+219.4%
+207.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.9% | +3.6% |
| 7D | +3.3% | -0.7% | +4.1% | +4.0% |
| 30D | -9.4% | +1.7% | -11.2% | -9.9% |
| 3M | -10.5% | +36.8% | -47.3% | -24.4% |
| 6M | -10.4% | +60.1% | -70.5% | -31.1% |
| YTD | +34.4% | +64.0% | -29.6% | +0.6% |
| 1Y | +27.7% | +68.2% | -40.5% | -5.9% |
| 3Y | +137.9% | +88.8% | +49.2% | +59.7% |
| 5Y | +147.0% | -10.5% | +157.6% | +141.3% |
| All | +426.4% | +219.4% | +207.1% | +159.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling