+234.5%
WPM vs RVTY
-7.6%
+242.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.1% | -4.8% |
| 7D | +16.4% | -2.7% | +19.0% | +17.0% |
| 30D | -1.5% | +3.2% | -4.7% | -2.4% |
| 3M | +2.6% | +37.2% | -34.6% | -5.7% |
| 6M | -1.3% | +57.7% | -59.0% | -12.4% |
| YTD | +16.8% | +64.8% | -48.1% | +2.1% |
| 1Y | +34.1% | +72.8% | -38.7% | +15.9% |
| 3Y | +225.1% | +89.8% | +135.3% | +164.7% |
| 5Y | +234.5% | -8.4% | +242.9% | +219.6% |
| All | +234.5% | -7.6% | +242.1% | +219.6% |
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