+54.2%
RGTI vs WAT
+35.2%
+19.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.1% |
| 7D | +0.5% | -0.3% | +0.7% | +0.5% |
| 30D | -17.1% | -1.9% | -15.2% | -16.4% |
| 3M | -26.0% | +13.5% | -39.5% | -29.7% |
| 6M | -9.9% | +37.2% | -47.1% | -20.8% |
| YTD | -31.1% | +7.5% | -38.6% | -33.8% |
| 1Y | -8.5% | +35.0% | -43.5% | -19.9% |
| 3Y | +652.2% | +55.1% | +597.1% | +526.6% |
| 5Y | +56.8% | -2.8% | +59.6% | +37.8% |
| All | +54.2% | +35.2% | +19.0% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling