+302.1%
WMB vs RVTY
+140.1%
+162.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.8% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +7.7% | +10.8% | -3.1% | +5.0% |
| 3M | +6.7% | +26.8% | -20.1% | +0.4% |
| 6M | +3.6% | +39.3% | -35.7% | -5.4% |
| YTD | +28.0% | +31.6% | -3.6% | +17.7% |
| 1Y | +37.6% | +47.7% | -10.1% | +21.9% |
| 3Y | +149.0% | +19.9% | +129.1% | +125.0% |
| 5Y | +285.3% | -32.3% | +317.7% | +312.8% |
| 10Y | +302.1% | +138.4% | +163.6% | +120.1% |
| All | +302.1% | +140.1% | +162.0% | +120.1% |
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 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