+6,581.2%
WCN vs RVTY
+959.8%
+5,621.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -0.6% | +1.1% | -1.7% | -0.9% |
| 30D | +0.4% | +13.2% | -12.8% | -1.9% |
| 3M | +7.3% | +27.2% | -19.9% | +2.3% |
| 6M | -2.5% | +32.4% | -34.9% | -8.4% |
| YTD | -5.4% | +34.9% | -40.2% | -11.6% |
| 1Y | -8.5% | +52.4% | -60.8% | -16.7% |
| 3Y | +20.8% | +12.3% | +8.5% | +13.8% |
| 5Y | +30.0% | -30.8% | +60.8% | +32.8% |
| 10Y | +238.4% | +150.7% | +87.7% | +162.5% |
| All | +6,581.2% | +959.8% | +5,621.3% | +3,836.1% |
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 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