+190.3%
RDDT vs WAT
+15.3%
+175.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.1% |
| 7D | -7.4% | -1.8% | -5.6% | -7.0% |
| 30D | -7.7% | -1.7% | -6.0% | -7.4% |
| 3M | -17.8% | +9.1% | -26.9% | -19.5% |
| 6M | +5.5% | +32.4% | -27.0% | -1.1% |
| YTD | -36.3% | +6.6% | -42.9% | -38.0% |
| 1Y | -39.0% | +34.7% | -73.7% | -43.4% |
| All | +190.3% | +15.3% | +175.0% | +144.2% |
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