-51.0%
WU vs RVTY
-34.5%
-16.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | -5.0% | -7.4% | +2.5% | -3.1% |
| 30D | -2.3% | +4.5% | -6.8% | -3.4% |
| 3M | -3.2% | +19.5% | -22.7% | -8.0% |
| 6M | -25.0% | +34.1% | -59.2% | -31.4% |
| YTD | -21.7% | +25.3% | -46.9% | -27.3% |
| 1Y | -9.0% | +47.0% | -56.0% | -19.7% |
| 3Y | -28.9% | +14.1% | -43.0% | -34.0% |
| 5Y | -51.0% | -34.6% | -16.5% | -52.9% |
| All | -51.0% | -34.5% | -16.5% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling