+31.7%
WEC vs RVTY
-32.1%
+63.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.4% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +0.3% | +10.8% | -10.5% | -1.0% |
| 3M | -2.9% | +26.8% | -29.7% | -6.1% |
| 6M | -5.9% | +39.3% | -45.2% | -10.4% |
| YTD | +4.1% | +31.6% | -27.5% | -0.3% |
| 1Y | +3.1% | +47.7% | -44.6% | -3.4% |
| 3Y | +40.8% | +19.9% | +20.8% | +33.6% |
| 5Y | +31.7% | -32.3% | +64.1% | +33.4% |
| All | +31.7% | -32.1% | +63.8% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling