+1.9%
WY vs RVTY
+211.6%
-209.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.4% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +10.1% | +1.5% | +8.6% | +8.5% |
| 3M | -15.4% | +31.5% | -46.8% | -26.1% |
| 6M | -8.3% | +62.7% | -71.0% | -27.6% |
| YTD | -9.8% | +60.0% | -69.8% | -29.6% |
| 1Y | -3.9% | +65.7% | -69.6% | -26.4% |
| 3Y | -23.3% | +85.2% | -108.5% | -46.5% |
| 5Y | -31.2% | -14.9% | -16.3% | -31.8% |
| All | +1.9% | +211.6% | -209.6% | -49.8% |
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