+11,028.0%
WDC vs RVTY
+3,007.5%
+8,020.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.6% | +6.2% | +8.4% |
| 7D | -14.4% | +6.0% | -20.4% | -16.1% |
| 30D | -27.1% | +4.3% | -31.3% | -27.8% |
| 3M | -33.3% | +40.2% | -73.5% | -41.9% |
| 6M | -39.6% | +59.3% | -98.9% | -50.5% |
| YTD | +68.4% | +66.5% | +1.9% | +34.4% |
| 1Y | +78.2% | +77.5% | +0.7% | +38.3% |
| 3Y | +772.0% | +92.5% | +679.5% | +532.7% |
| 5Y | +584.9% | -6.8% | +591.7% | +551.7% |
| 10Y | +653.4% | +225.4% | +428.1% | +338.5% |
| All | +11,028.0% | +3,007.5% | +8,020.5% | +2,182.3% |
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