-7.2%
RKT vs WAT
-4.5%
-2.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.0% |
| 7D | +6.0% | -0.7% | +6.7% | +6.4% |
| 30D | +0.7% | -1.0% | +1.6% | +1.3% |
| 3M | +11.8% | +10.9% | +0.9% | +6.3% |
| 6M | -7.6% | +33.2% | -40.8% | -20.3% |
| YTD | -28.7% | +6.1% | -34.7% | -31.7% |
| 1Y | -32.6% | +30.2% | -62.8% | -42.0% |
| 3Y | +42.1% | +52.9% | -10.8% | +2.7% |
| 5Y | -7.2% | -5.1% | -2.0% | -21.3% |
| All | -7.2% | -4.5% | -2.7% | -21.3% |
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 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