+4,422.3%
WEC vs RVTY
+2,959.8%
+1,462.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +12.0% | +1.7% | +10.2% | +11.7% |
| 3M | +11.1% | +36.8% | -25.7% | +7.5% |
| 6M | +6.0% | +60.1% | -54.1% | +0.8% |
| YTD | +14.3% | +64.0% | -49.7% | +8.0% |
| 1Y | +8.0% | +68.2% | -60.2% | +1.8% |
| 3Y | +62.8% | +88.8% | -25.9% | +50.3% |
| 5Y | +55.3% | -10.5% | +65.8% | +52.7% |
| 10Y | +193.2% | +219.7% | -26.5% | +153.5% |
| All | +4,422.3% | +2,959.8% | +1,462.5% | +2,934.1% |
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 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