-19.8%
WY vs RVTY
-34.2%
+14.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.5% |
| 7D | -1.7% | -5.4% | +3.7% | +0.3% |
| 30D | -9.9% | +6.7% | -16.6% | -12.1% |
| 3M | -7.5% | +19.0% | -26.5% | -13.7% |
| 6M | -5.1% | +34.6% | -39.8% | -16.0% |
| YTD | -2.1% | +28.3% | -30.4% | -12.6% |
| 1Y | -7.3% | +46.0% | -53.4% | -22.1% |
| 3Y | -22.6% | +16.9% | -39.5% | -31.0% |
| 5Y | -19.8% | -32.9% | +13.1% | -11.8% |
| All | -19.8% | -34.2% | +14.4% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling