+264.5%
WMB vs RVTY
+206.3%
+58.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.9% |
| 7D | -13.8% | -1.2% | -12.6% | -13.6% |
| 30D | -10.3% | +1.0% | -11.4% | -10.6% |
| 3M | -10.1% | +35.8% | -45.9% | -16.5% |
| 6M | -11.8% | +56.7% | -68.5% | -21.2% |
| YTD | +8.9% | +60.7% | -51.8% | -4.4% |
| 1Y | +14.0% | +73.7% | -59.7% | -2.2% |
| 3Y | +100.5% | +82.8% | +17.8% | +62.0% |
| 5Y | +179.5% | -7.0% | +186.5% | +171.9% |
| All | +264.5% | +206.3% | +58.2% | +100.8% |
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