+7,776.2%
WCN vs RVTY
+1,157.1%
+6,619.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | +2.6% | -0.5% | +3.1% | +2.7% |
| 30D | +23.9% | +1.5% | +22.4% | +23.3% |
| 3M | +17.4% | +31.5% | -14.0% | +11.0% |
| 6M | +28.0% | +62.7% | -34.7% | +15.9% |
| YTD | +11.6% | +60.0% | -48.4% | +0.5% |
| 1Y | +16.9% | +65.7% | -48.8% | +4.5% |
| 3Y | +51.6% | +85.2% | -33.6% | +29.6% |
| 5Y | +48.0% | -14.9% | +62.9% | +44.7% |
| 10Y | +322.6% | +211.9% | +110.7% | +213.5% |
| All | +7,776.2% | +1,157.1% | +6,619.1% | +4,373.8% |
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