+336.4%
WM vs RVTY
+206.3%
+130.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -2.5% |
| 7D | +1.2% | -1.2% | +2.4% | +1.2% |
| 30D | +13.1% | +1.0% | +12.0% | +12.6% |
| 3M | +3.6% | +35.8% | -32.2% | -1.8% |
| 6M | +8.1% | +56.7% | -48.6% | -0.3% |
| YTD | +8.9% | +60.7% | -51.8% | -0.6% |
| 1Y | +20.3% | +73.7% | -53.4% | +8.1% |
| 3Y | +46.2% | +82.8% | -36.6% | +26.2% |
| 5Y | +59.9% | -7.0% | +66.9% | +57.9% |
| All | +336.4% | +206.3% | +130.1% | +208.0% |
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