+4,404.6%
WEC vs RVTY
+2,976.2%
+1,428.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.4% | -2.7% | +4.1% | +1.6% |
| 30D | +12.8% | +3.2% | +9.6% | +12.3% |
| 3M | +11.2% | +37.2% | -26.0% | +7.6% |
| 6M | +6.6% | +57.7% | -51.1% | +1.6% |
| YTD | +13.8% | +64.8% | -51.0% | +7.6% |
| 1Y | +7.6% | +72.8% | -65.2% | +1.2% |
| 3Y | +62.2% | +89.8% | -27.6% | +49.7% |
| 5Y | +52.0% | -8.4% | +60.4% | +49.1% |
| 10Y | +189.4% | +219.5% | -30.1% | +150.3% |
| All | +4,404.6% | +2,976.2% | +1,428.4% | +2,920.7% |
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