-27.0%
RKT vs WAT
+90.2%
-117.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | -7.2% | -2.9% | -4.4% | -5.9% |
| 30D | -7.9% | -3.2% | -4.7% | -6.3% |
| 3M | +5.2% | +10.6% | -5.4% | +0.3% |
| 6M | -14.9% | +34.0% | -48.9% | -26.2% |
| YTD | -31.9% | +5.7% | -37.6% | -34.5% |
| 1Y | -36.9% | +37.1% | -74.0% | -46.5% |
| 3Y | +35.7% | +52.4% | -16.7% | +1.9% |
| 5Y | -9.7% | -4.4% | -5.3% | -20.7% |
| All | -27.0% | +90.2% | -117.2% | -49.9% |
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