+495.3%
WWD vs RVTY
+134.6%
+360.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.4% |
| 7D | +0.6% | -5.4% | +6.1% | +2.7% |
| 30D | -5.1% | +6.7% | -11.8% | -7.6% |
| 3M | -11.2% | +19.0% | -30.3% | -17.4% |
| 6M | -12.0% | +34.6% | -46.7% | -22.2% |
| YTD | +12.0% | +28.3% | -16.3% | 0.0% |
| 1Y | +42.8% | +46.0% | -3.2% | +21.0% |
| 3Y | +168.9% | +16.9% | +152.1% | +137.6% |
| 5Y | +192.2% | -32.9% | +225.1% | +219.2% |
| 10Y | +495.3% | +141.6% | +353.6% | +208.8% |
| All | +495.3% | +134.6% | +360.7% | +208.8% |
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