+485.8%
RIOT vs WAT
+170.9%
+314.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.5% |
| 7D | -1.5% | -0.3% | -1.3% | -1.4% |
| 30D | +5.7% | -1.9% | +7.5% | +6.8% |
| 3M | -17.9% | +13.5% | -31.4% | -24.1% |
| 6M | +45.0% | +37.2% | +7.7% | +19.5% |
| YTD | +69.5% | +7.5% | +61.9% | +59.1% |
| 1Y | +37.2% | +35.0% | +2.2% | +10.7% |
| 3Y | +111.7% | +55.1% | +56.7% | +43.1% |
| 5Y | -27.5% | -2.8% | -24.7% | -33.0% |
| All | +485.8% | +170.9% | +314.8% | +196.7% |
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