+11,931.6%
WDC vs RVTY
+2,959.8%
+8,971.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.9% | +8.5% |
| 7D | -3.2% | -0.7% | -2.5% | -2.6% |
| 30D | -19.0% | +1.7% | -20.8% | -19.1% |
| 3M | -28.4% | +36.8% | -65.2% | -37.1% |
| 6M | -39.2% | +60.1% | -99.3% | -50.3% |
| YTD | +82.1% | +64.0% | +18.1% | +46.2% |
| 1Y | +84.7% | +68.2% | +16.4% | +46.4% |
| 3Y | +825.6% | +88.8% | +736.9% | +576.7% |
| 5Y | +608.2% | -10.5% | +618.7% | +584.6% |
| 10Y | +695.1% | +219.7% | +475.4% | +366.0% |
| All | +11,931.6% | +2,959.8% | +8,971.8% | +2,382.4% |
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