+100.5%
WMB vs RVTY
+78.0%
+22.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.4% |
| 7D | -13.8% | -1.2% | -12.6% | -13.7% |
| 30D | -10.3% | +1.0% | -11.4% | -10.3% |
| 3M | -10.1% | +35.8% | -45.9% | -11.4% |
| 6M | -11.8% | +56.7% | -68.5% | -14.0% |
| YTD | +8.9% | +60.7% | -51.8% | +5.5% |
| 1Y | +14.0% | +73.7% | -59.7% | +9.4% |
| 3Y | +100.5% | +82.8% | +17.8% | +84.7% |
| All | +100.5% | +78.0% | +22.6% | +84.7% |
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