-45.7%
RDDT vs WAT
+32.9%
-78.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.7% | +4.3% | +5.3% |
| 7D | -24.4% | -1.9% | -22.4% | -23.4% |
| 30D | -32.3% | +6.2% | -38.5% | -33.0% |
| 3M | -36.3% | +18.1% | -54.4% | -39.2% |
| 6M | -39.7% | +54.9% | -94.6% | -47.3% |
| YTD | -55.7% | +23.1% | -78.8% | -60.2% |
| 1Y | -45.7% | +27.3% | -73.0% | -54.3% |
| All | -45.7% | +32.9% | -78.7% | -54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling