-32.1%
WY vs RVTY
-15.1%
-17.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.3% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +10.1% | +1.5% | +8.6% | +8.8% |
| 3M | -15.4% | +31.5% | -46.8% | -24.3% |
| 6M | -8.3% | +62.7% | -71.0% | -24.6% |
| YTD | -9.8% | +60.0% | -69.8% | -26.6% |
| 1Y | -3.9% | +65.7% | -69.6% | -23.0% |
| 3Y | -23.3% | +85.2% | -108.5% | -43.0% |
| All | -32.1% | -15.1% | -17.0% | -33.8% |
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