+17,845.4%
WDC vs RVTY
+2,416.7%
+15,428.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +6.0% |
| 7D | +1.7% | +1.1% | +0.6% | +1.3% |
| 30D | -10.0% | +13.2% | -23.2% | -14.5% |
| 3M | -18.8% | +27.2% | -46.0% | -26.7% |
| 6M | +79.0% | +32.4% | +46.6% | +57.9% |
| YTD | +171.6% | +34.9% | +136.7% | +136.2% |
| 1Y | +417.4% | +52.4% | +365.0% | +327.6% |
| 3Y | +1,251.8% | +12.3% | +1,239.5% | +1,104.7% |
| 5Y | +911.7% | -30.8% | +942.5% | +985.0% |
| 10Y | +1,399.6% | +150.7% | +1,249.0% | +869.4% |
| All | +17,845.4% | +2,416.7% | +15,428.7% | +3,910.9% |
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