+14,847.5%
WWD vs RVTY
+2,785.4%
+12,062.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | +4.0% | -0.5% | +4.4% | +4.1% |
| 30D | +0.4% | +1.5% | -1.1% | -0.1% |
| 3M | -7.9% | +31.5% | -39.4% | -15.9% |
| 6M | -10.6% | +62.7% | -73.3% | -24.0% |
| YTD | +9.4% | +60.0% | -50.6% | -7.2% |
| 1Y | +25.7% | +65.7% | -40.0% | +5.5% |
| 3Y | +148.5% | +85.2% | +63.3% | +96.1% |
| 5Y | +189.5% | -14.9% | +204.4% | +182.8% |
| 10Y | +451.8% | +211.9% | +239.9% | +255.8% |
| All | +14,847.5% | +2,785.4% | +12,062.1% | +6,699.8% |
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 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