+140.3%
RBRK vs WAT
+29.9%
+110.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -3.5% | -2.9% | -0.6% | -2.6% |
| 30D | -8.3% | -3.2% | -5.1% | -7.3% |
| 3M | +24.7% | +10.6% | +14.1% | +21.2% |
| 6M | +58.9% | +34.0% | +24.9% | +46.5% |
| YTD | +16.3% | +5.7% | +10.5% | +13.7% |
| 1Y | +10.1% | +37.1% | -26.9% | -1.5% |
| All | +140.3% | +29.9% | +110.4% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 all: compounded portfolio wealth divided by compounded WAT 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…
all analysis · Full analysis span regression · 6 months rolling