+26,336.4%
WM vs RVTY
+2,416.7%
+23,919.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | -2.4% | +13.2% | -15.6% | -4.6% |
| 3M | +0.4% | +27.2% | -26.8% | -4.1% |
| 6M | -9.5% | +32.4% | -41.9% | -14.6% |
| YTD | +0.5% | +34.9% | -34.4% | -5.7% |
| 1Y | -1.1% | +52.4% | -53.5% | -9.5% |
| 3Y | +46.0% | +12.3% | +33.8% | +38.0% |
| 5Y | +51.8% | -30.8% | +82.6% | +54.5% |
| 10Y | +307.5% | +150.7% | +156.8% | +219.7% |
| All | +26,336.4% | +2,416.7% | +23,919.7% | +12,157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling