+212.8%
RDDT vs WAT
+16.3%
+196.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.2% |
| 7D | +2.1% | -0.3% | +2.4% | +2.2% |
| 30D | +2.8% | -1.9% | +4.7% | +3.3% |
| 3M | -8.9% | +13.5% | -22.5% | -11.6% |
| 6M | +15.1% | +37.2% | -22.2% | +7.1% |
| YTD | -31.4% | +7.5% | -38.9% | -33.3% |
| 1Y | -39.4% | +35.0% | -74.5% | -43.8% |
| All | +212.8% | +16.3% | +196.5% | +162.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling