+195.2%
WEC vs RVTY
+216.9%
-21.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -0.7% | +4.1% | -4.8% | -1.2% |
| 30D | +11.0% | +1.3% | +9.7% | +10.6% |
| 3M | +8.6% | +33.3% | -24.7% | +4.0% |
| 6M | +6.2% | +58.3% | -52.1% | -1.0% |
| YTD | +14.3% | +62.7% | -48.4% | +5.5% |
| 1Y | +8.4% | +67.2% | -58.8% | -0.5% |
| 3Y | +62.9% | +87.3% | -24.5% | +43.8% |
| 5Y | +55.8% | -13.4% | +69.3% | +53.8% |
| All | +195.2% | +216.9% | -21.7% | +145.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling