-21.9%
WU vs RVTY
+678.1%
-699.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -0.8% | +1.1% | -1.9% | -1.2% |
| 30D | -1.1% | +13.2% | -14.3% | -5.8% |
| 3M | -3.9% | +27.2% | -31.1% | -12.9% |
| 6M | -20.7% | +32.4% | -53.1% | -29.9% |
| YTD | -18.4% | +34.9% | -53.2% | -28.9% |
| 1Y | -8.1% | +52.4% | -60.4% | -24.2% |
| 3Y | -24.2% | +12.3% | -36.4% | -31.9% |
| 5Y | -50.4% | -30.8% | -19.6% | -47.7% |
| 10Y | -40.0% | +150.7% | -190.7% | -67.5% |
| All | -21.9% | +678.1% | -699.9% | -75.3% |
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