-40.7%
WU vs RVTY
+139.0%
-179.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | -5.0% | -7.4% | +2.5% | -2.9% |
| 30D | -2.3% | +4.5% | -6.8% | -3.5% |
| 3M | -3.2% | +19.5% | -22.7% | -8.4% |
| 6M | -25.0% | +34.1% | -59.2% | -31.8% |
| YTD | -21.7% | +25.3% | -46.9% | -27.7% |
| 1Y | -9.0% | +47.0% | -56.0% | -20.3% |
| 3Y | -28.9% | +14.1% | -43.0% | -34.4% |
| 5Y | -51.0% | -34.6% | -16.5% | -48.3% |
| All | -40.7% | +139.0% | -179.7% | -62.0% |
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 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