-7.5%
WY vs RVTY
+57.1%
-64.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.6% | +1.1% | -3.7% | -2.8% |
| 30D | -10.9% | +13.2% | -24.1% | -13.1% |
| 3M | -6.0% | +27.2% | -33.3% | -10.6% |
| 6M | -5.6% | +32.4% | -38.0% | -11.6% |
| YTD | -1.1% | +34.9% | -36.0% | -9.0% |
| 1Y | -7.5% | +52.4% | -59.8% | -19.0% |
| All | -7.5% | +57.1% | -64.6% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling