-22.2%
RKT vs WAT
+93.9%
-116.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | +2.1% | -1.3% | +3.4% | +2.8% |
| 30D | +1.4% | +2.3% | -0.9% | +0.5% |
| 3M | +6.3% | +8.7% | -2.5% | +2.3% |
| 6M | -15.5% | +28.3% | -43.8% | -25.1% |
| YTD | -27.4% | +7.8% | -35.2% | -30.9% |
| 1Y | -26.6% | +36.6% | -63.2% | -37.7% |
| 3Y | +41.2% | +45.7% | -4.4% | +8.7% |
| 5Y | -6.4% | -3.3% | -3.1% | -18.4% |
| All | -22.2% | +93.9% | -116.1% | -47.1% |
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