+148.4%
WEC vs RVTY
+134.6%
+13.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.5% |
| 7D | +0.4% | -5.4% | +5.8% | +1.2% |
| 30D | +0.9% | +6.7% | -5.8% | -0.1% |
| 3M | -5.3% | +19.0% | -24.3% | -7.9% |
| 6M | -6.6% | +34.6% | -41.2% | -11.0% |
| YTD | +3.3% | +28.3% | -25.0% | -1.2% |
| 1Y | +2.1% | +46.0% | -44.0% | -4.7% |
| 3Y | +39.6% | +16.9% | +22.7% | +32.6% |
| 5Y | +31.2% | -32.9% | +64.1% | +34.4% |
| 10Y | +148.4% | +141.6% | +6.8% | +108.1% |
| All | +148.4% | +134.6% | +13.9% | +108.1% |
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