+46.2%
WM vs RVTY
+78.0%
-31.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -2.2% |
| 7D | +1.2% | -1.2% | +2.4% | +1.2% |
| 30D | +13.1% | +1.0% | +12.0% | +12.9% |
| 3M | +3.6% | +35.8% | -32.2% | +2.2% |
| 6M | +8.1% | +56.7% | -48.6% | +5.8% |
| YTD | +8.9% | +60.7% | -51.8% | +6.4% |
| 1Y | +20.3% | +73.7% | -53.4% | +16.8% |
| 3Y | +46.2% | +82.8% | -36.6% | +40.1% |
| All | +46.2% | +78.0% | -31.8% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling