-22.5%
WY vs RVTY
+16.6%
-39.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.4% |
| 7D | -1.7% | -5.4% | +3.7% | +0.1% |
| 30D | -9.9% | +6.7% | -16.6% | -11.9% |
| 3M | -7.5% | +19.0% | -26.5% | -13.0% |
| 6M | -5.1% | +34.6% | -39.8% | -14.9% |
| YTD | -2.1% | +28.3% | -30.4% | -11.7% |
| 1Y | -7.3% | +46.0% | -53.4% | -21.0% |
| All | -22.5% | +16.6% | -39.1% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling