+55.6%
RGTI vs WAT
-5.1%
+60.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.1% | -2.9% | +2.8% | +1.0% |
| 30D | -16.2% | -3.2% | -13.0% | -15.0% |
| 3M | -22.0% | +10.6% | -32.6% | -25.3% |
| 6M | -10.8% | +34.0% | -44.8% | -21.2% |
| YTD | -31.6% | +5.7% | -37.3% | -33.9% |
| 1Y | -6.4% | +37.1% | -43.4% | -18.9% |
| 3Y | +665.7% | +52.4% | +613.3% | +536.3% |
| All | +55.6% | -5.1% | +60.7% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling