+584.9%
WDC vs RVTY
-6.1%
+591.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.6% | +6.2% | +8.5% |
| 7D | -14.4% | +6.0% | -20.4% | -15.9% |
| 30D | -27.1% | +4.3% | -31.3% | -27.7% |
| 3M | -33.3% | +40.2% | -73.5% | -40.9% |
| 6M | -39.6% | +59.3% | -98.9% | -49.4% |
| YTD | +68.4% | +66.5% | +1.9% | +37.1% |
| 1Y | +78.2% | +77.5% | +0.7% | +41.2% |
| 3Y | +772.0% | +92.5% | +679.5% | +537.3% |
| 5Y | +584.9% | -6.8% | +591.7% | +600.0% |
| All | +584.9% | -6.1% | +591.0% | +600.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling