+322.4%
WCN vs RVTY
+216.9%
+105.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +1.2% | +4.1% | -2.9% | +0.4% |
| 30D | +26.4% | +1.3% | +25.2% | +25.8% |
| 3M | +17.5% | +33.3% | -15.7% | +10.9% |
| 6M | +28.7% | +58.3% | -29.6% | +17.1% |
| YTD | +11.5% | +62.7% | -51.2% | +0.2% |
| 1Y | +15.9% | +67.2% | -51.4% | +3.4% |
| 3Y | +51.6% | +87.3% | -35.7% | +27.4% |
| 5Y | +47.9% | -13.4% | +61.4% | +48.8% |
| All | +322.4% | +216.9% | +105.5% | +185.1% |
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