+433.7%
WST vs RVTY
+206.5%
+227.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -1.0% | +0.6% |
| 7D | -3.1% | -1.2% | -1.9% | -2.8% |
| 30D | +9.1% | +1.0% | +8.1% | +8.2% |
| 3M | +14.7% | +35.8% | -21.1% | -1.2% |
| 6M | +28.0% | +56.7% | -28.7% | +2.7% |
| YTD | +45.6% | +60.7% | -15.1% | +13.5% |
| 1Y | +45.7% | +73.7% | -28.0% | +9.2% |
| 3Y | +21.1% | +82.8% | -61.7% | -16.1% |
| 5Y | +0.3% | -7.0% | +7.3% | -2.5% |
| All | +433.7% | +206.5% | +227.1% | +191.1% |
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