-29.6%
RIOT vs WAT
-4.9%
-24.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.1% |
| 7D | +18.4% | -1.8% | +20.2% | +19.7% |
| 30D | +13.8% | -1.7% | +15.5% | +14.9% |
| 3M | -12.7% | +9.1% | -21.8% | -17.6% |
| 6M | +50.1% | +32.4% | +17.7% | +25.8% |
| YTD | +74.2% | +6.6% | +67.6% | +63.7% |
| 1Y | +45.1% | +34.7% | +10.4% | +15.7% |
| 3Y | +101.6% | +53.6% | +48.0% | +26.0% |
| 5Y | -29.6% | -4.1% | -25.5% | -36.4% |
| All | -29.6% | -4.9% | -24.7% | -36.4% |
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