-24.1%
RKT vs WAT
+118.9%
-143.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.8% | -3.2% | -4.2% |
| 7D | -7.5% | +2.0% | -9.5% | -8.3% |
| 30D | +26.6% | +7.7% | +18.9% | +21.9% |
| 3M | -2.4% | +11.1% | -13.5% | -7.6% |
| 6M | -7.4% | +31.2% | -38.6% | -19.1% |
| YTD | -29.2% | +21.7% | -50.9% | -36.8% |
| 1Y | -23.5% | +19.3% | -42.9% | -31.0% |
| 3Y | +73.9% | +80.6% | -6.7% | +19.4% |
| 5Y | -6.6% | +29.5% | -36.1% | -26.4% |
| All | -24.1% | +118.9% | -143.0% | -51.6% |
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