+330.8%
WM vs RVTY
+216.9%
+113.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +1.2% | +4.1% | -2.9% | +0.5% |
| 30D | +15.2% | +1.3% | +13.9% | +14.7% |
| 3M | +8.3% | +33.3% | -24.9% | +3.0% |
| 6M | +13.1% | +58.3% | -45.2% | +4.2% |
| YTD | +12.5% | +62.7% | -50.2% | +2.5% |
| 1Y | +21.8% | +67.2% | -45.4% | +10.2% |
| 3Y | +48.8% | +87.3% | -38.5% | +27.7% |
| 5Y | +62.1% | -13.4% | +75.5% | +63.6% |
| All | +330.8% | +216.9% | +113.9% | +198.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling