+200.8%
WMB vs RVTY
-15.1%
+215.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | +7.8% | -0.5% | +8.3% | +7.9% |
| 30D | -5.1% | +1.5% | -6.6% | -5.2% |
| 3M | -4.7% | +31.5% | -36.2% | -7.7% |
| 6M | -7.4% | +62.7% | -70.1% | -12.7% |
| YTD | +17.5% | +60.0% | -42.5% | +10.2% |
| 1Y | +19.5% | +65.7% | -46.2% | +11.4% |
| 3Y | +121.3% | +85.2% | +36.1% | +97.3% |
| All | +200.8% | -15.1% | +215.9% | +190.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling