-68.1%
RGTI vs WAT
+32.9%
-101.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +0.2% |
| 7D | -9.6% | -1.9% | -7.7% | -8.5% |
| 30D | -26.0% | +6.2% | -32.3% | -28.2% |
| 3M | -35.8% | +18.1% | -53.8% | -40.8% |
| 6M | -36.7% | +54.9% | -91.6% | -50.4% |
| YTD | -49.4% | +23.1% | -72.5% | -56.3% |
| 1Y | -68.1% | +27.3% | -95.4% | -74.3% |
| All | -68.1% | +32.9% | -101.1% | -74.3% |
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