-9.7%
WCN vs RVTY
+50.6%
-60.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | +0.1% |
| 7D | -3.1% | -4.5% | +1.4% | -3.0% |
| 30D | -3.4% | +5.5% | -8.8% | -3.6% |
| 3M | +3.0% | +22.5% | -19.6% | +2.3% |
| 6M | -3.8% | +38.9% | -42.6% | -5.1% |
| YTD | -8.3% | +28.7% | -37.1% | -8.0% |
| 1Y | -9.7% | +45.5% | -55.2% | -10.7% |
| All | -9.7% | +50.6% | -60.4% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling