-23.3%
WY vs RVTY
+85.4%
-108.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.2% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +10.1% | +1.5% | +8.6% | +8.9% |
| 3M | -15.4% | +31.5% | -46.8% | -23.6% |
| 6M | -8.3% | +62.7% | -71.0% | -23.5% |
| YTD | -9.8% | +60.0% | -69.8% | -25.6% |
| 1Y | -3.9% | +65.7% | -69.6% | -22.0% |
| 3Y | -23.3% | +85.2% | -108.5% | -45.2% |
| All | -23.3% | +85.4% | -108.7% | -45.2% |
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