+4.4%
WY vs RVTY
+139.0%
-134.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.3% | -1.6% |
| 7D | -3.7% | -7.4% | +3.7% | -0.4% |
| 30D | -11.3% | +4.5% | -15.8% | -13.2% |
| 3M | -8.1% | +19.5% | -27.6% | -15.6% |
| 6M | -7.4% | +34.1% | -41.6% | -20.0% |
| YTD | -4.7% | +25.3% | -30.0% | -16.1% |
| 1Y | -9.2% | +47.0% | -56.2% | -26.4% |
| 3Y | -24.7% | +14.1% | -38.8% | -34.0% |
| 5Y | -21.6% | -34.6% | +13.0% | -11.6% |
| All | +4.4% | +139.0% | -134.6% | -44.0% |
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 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