+54.8%
WEC vs RVTY
-6.1%
+60.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.7% |
| 7D | +0.2% | +6.0% | -5.8% | -0.5% |
| 30D | +12.9% | +4.3% | +8.6% | +12.2% |
| 3M | +9.8% | +40.2% | -30.4% | +5.0% |
| 6M | +6.7% | +59.3% | -52.6% | +0.2% |
| YTD | +14.0% | +66.5% | -52.6% | +5.8% |
| 1Y | +7.3% | +77.5% | -70.1% | -1.5% |
| 3Y | +63.8% | +92.5% | -28.7% | +44.4% |
| 5Y | +54.8% | -6.8% | +61.6% | +52.5% |
| All | +54.8% | -6.1% | +60.8% | +52.5% |
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