+805.4%
RIOT vs WAT
+209.8%
+595.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.7% |
| 7D | +14.8% | -1.3% | +16.1% | +15.8% |
| 30D | +1.4% | +2.3% | -0.9% | 0.0% |
| 3M | -20.6% | +8.7% | -29.4% | -24.6% |
| 6M | +31.9% | +28.3% | +3.6% | +13.7% |
| YTD | +72.1% | +7.8% | +64.3% | +61.5% |
| 1Y | +65.7% | +36.6% | +29.1% | +32.8% |
| 3Y | +97.5% | +45.7% | +51.8% | +41.2% |
| 5Y | -36.7% | -3.3% | -33.4% | -41.2% |
| 10Y | +550.1% | +162.1% | +388.0% | +269.3% |
| All | +805.4% | +209.8% | +595.6% | +457.3% |
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