+53.9%
RGTI vs WAT
+34.1%
+19.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.8% |
| 7D | +2.5% | -1.8% | +4.3% | +3.2% |
| 30D | -13.7% | -1.7% | -12.0% | -13.0% |
| 3M | -22.6% | +9.1% | -31.7% | -25.4% |
| 6M | -13.4% | +32.4% | -45.8% | -22.8% |
| YTD | -31.2% | +6.6% | -37.8% | -33.7% |
| 1Y | -7.6% | +34.7% | -42.3% | -19.0% |
| 3Y | +669.7% | +53.6% | +616.1% | +543.5% |
| 5Y | +57.0% | -4.1% | +61.1% | +38.5% |
| All | +53.9% | +34.1% | +19.9% | +35.0% |
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