+338.4%
RMD vs WAT
+228.2%
+110.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +3.1% | +3.4% | -0.3% | +1.8% |
| 30D | +1.8% | +9.6% | -7.9% | -1.7% |
| 3M | +6.7% | +15.5% | -8.8% | +1.1% |
| 6M | +13.9% | +33.9% | -20.0% | +1.7% |
| YTD | -2.0% | +25.2% | -27.2% | -11.5% |
| 1Y | -5.4% | +26.3% | -31.7% | -14.9% |
| 3Y | +67.4% | +85.8% | -18.4% | +21.4% |
| 5Y | -5.7% | +35.3% | -41.0% | -22.9% |
| 10Y | +338.4% | +231.8% | +106.6% | +155.7% |
| All | +338.4% | +228.2% | +110.2% | +155.7% |
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