-24.1%
RKT vs WAT
+118.0%
-142.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -9.0% | +0.6% | -9.5% | -9.2% |
| 30D | +30.2% | +5.4% | +24.8% | +26.6% |
| 3M | -8.8% | +11.3% | -20.1% | -13.8% |
| 6M | -0.9% | +37.4% | -38.4% | -15.4% |
| YTD | -29.2% | +21.2% | -50.4% | -36.6% |
| 1Y | -20.1% | +21.3% | -41.4% | -28.4% |
| 3Y | +81.3% | +83.4% | -2.1% | +23.3% |
| 5Y | -6.6% | +29.0% | -35.6% | -26.3% |
| All | -24.1% | +118.0% | -142.1% | -51.5% |
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