+328.7%
WM vs RVTY
+217.6%
+111.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.4% |
| 7D | -0.5% | +6.0% | -6.5% | -1.5% |
| 30D | +13.3% | +4.3% | +9.0% | +12.3% |
| 3M | +4.4% | +40.2% | -35.9% | -1.5% |
| 6M | +10.8% | +59.3% | -48.5% | +2.0% |
| YTD | +9.1% | +66.5% | -57.5% | -1.0% |
| 1Y | +19.1% | +77.5% | -58.3% | +6.7% |
| 3Y | +45.7% | +92.5% | -46.8% | +24.5% |
| 5Y | +60.4% | -6.8% | +67.3% | +59.1% |
| 10Y | +328.7% | +225.4% | +103.3% | +197.4% |
| All | +328.7% | +217.6% | +111.1% | +197.4% |
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