+3,978.4%
WEC vs RVTY
+2,416.7%
+1,561.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | -1.3% | +13.2% | -14.5% | -2.5% |
| 3M | -3.9% | +27.2% | -31.2% | -6.3% |
| 6M | -8.3% | +32.4% | -40.7% | -11.2% |
| YTD | +3.1% | +34.9% | -31.8% | -0.5% |
| 1Y | +1.9% | +52.4% | -50.4% | -2.9% |
| 3Y | +41.9% | +12.3% | +29.6% | +37.9% |
| 5Y | +30.8% | -30.8% | +61.6% | +32.1% |
| 10Y | +141.9% | +150.7% | -8.8% | +114.5% |
| All | +3,978.4% | +2,416.7% | +1,561.7% | +2,694.9% |
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