-20.3%
RIOT vs WAT
+32.9%
-53.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.7% | +8.0% | +8.7% |
| 7D | +6.4% | -1.9% | +8.3% | +7.7% |
| 30D | -20.4% | +6.2% | -26.7% | -22.3% |
| 3M | -28.7% | +18.1% | -46.8% | -34.0% |
| 6M | -17.7% | +54.9% | -72.6% | -34.5% |
| YTD | +21.3% | +23.1% | -1.8% | -3.5% |
| 1Y | -20.3% | +27.3% | -47.6% | -38.2% |
| All | -20.3% | +32.9% | -53.2% | -38.2% |
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 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