+992.6%
WDC vs RVTY
-32.1%
+1,024.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +3.0% |
| 7D | +6.0% | +0.4% | +5.6% | +5.8% |
| 30D | +9.9% | +10.8% | -0.9% | +5.7% |
| 3M | -9.4% | +26.8% | -36.2% | -17.7% |
| 6M | +94.7% | +39.3% | +55.4% | +69.7% |
| YTD | +177.4% | +31.6% | +145.7% | +145.2% |
| 1Y | +412.6% | +47.7% | +364.9% | +332.9% |
| 3Y | +1,359.8% | +19.9% | +1,339.8% | +1,181.4% |
| 5Y | +992.6% | -32.3% | +1,024.9% | +1,061.5% |
| All | +992.6% | -32.1% | +1,024.7% | +1,061.5% |
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