+8.4%
WM vs RVTY
+69.3%
-60.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.6% | +0.9% |
| 7D | +4.5% | -9.0% | +13.5% | +4.2% |
| 30D | +16.1% | -1.6% | +17.6% | +15.7% |
| 3M | +8.0% | +31.2% | -23.2% | +8.5% |
| 6M | +8.4% | +63.6% | -55.2% | +10.6% |
| All | +8.4% | +69.3% | -60.9% | +10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling