+12,330.1%
WST vs RVTY
+2,416.7%
+9,913.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +0.7% | +1.1% | -0.4% | +0.5% |
| 30D | -3.1% | +13.2% | -16.4% | -6.1% |
| 3M | +7.2% | +27.2% | -20.0% | +0.9% |
| 6M | +36.8% | +32.4% | +4.4% | +26.9% |
| YTD | +23.8% | +34.9% | -11.0% | +14.1% |
| 1Y | +37.8% | +52.4% | -14.6% | +23.2% |
| 3Y | -15.9% | +12.3% | -28.2% | -20.6% |
| 5Y | -25.8% | -30.8% | +5.0% | -21.8% |
| 10Y | +319.6% | +150.7% | +168.9% | +239.2% |
| All | +12,330.1% | +2,416.7% | +9,913.4% | +6,738.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling