-28.9%
WU vs RVTY
+16.6%
-45.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.2% |
| 7D | -4.9% | -5.4% | +0.5% | -3.6% |
| 30D | -1.3% | +6.7% | -8.0% | -3.0% |
| 3M | -3.6% | +19.0% | -22.6% | -8.2% |
| 6M | -24.3% | +34.6% | -59.0% | -30.8% |
| YTD | -21.1% | +28.3% | -49.4% | -27.2% |
| 1Y | -10.3% | +46.0% | -56.4% | -21.0% |
| All | -28.9% | +16.6% | -45.5% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling