+234.1%
WCN vs RVTY
+139.0%
+95.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | -4.4% | -7.4% | +3.0% | -3.0% |
| 30D | -4.4% | +4.5% | -8.9% | -5.3% |
| 3M | +0.5% | +19.5% | -19.0% | -3.1% |
| 6M | -3.3% | +34.1% | -37.4% | -9.4% |
| YTD | -8.5% | +25.3% | -33.7% | -13.3% |
| 1Y | -8.9% | +47.0% | -55.9% | -16.9% |
| 3Y | +18.0% | +14.1% | +3.9% | +10.5% |
| 5Y | +25.0% | -34.6% | +59.6% | +33.1% |
| All | +234.1% | +139.0% | +95.1% | +141.3% |
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