+451.5%
WST vs RVTY
+219.6%
+231.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +1.1% | -0.7% | +1.8% | +1.4% |
| 30D | +12.4% | +1.7% | +10.6% | +11.1% |
| 3M | +17.6% | +36.8% | -19.2% | +1.0% |
| 6M | +28.3% | +60.1% | -31.8% | +2.0% |
| YTD | +50.5% | +64.0% | -13.5% | +16.3% |
| 1Y | +49.4% | +68.2% | -18.8% | +13.9% |
| 3Y | +21.9% | +88.8% | -66.9% | -16.8% |
| 5Y | +0.4% | -10.5% | +10.9% | -0.6% |
| 10Y | +451.5% | +219.7% | +231.8% | +198.1% |
| All | +451.5% | +219.6% | +231.9% | +198.1% |
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