+275.4%
RMD vs WAT
+156.2%
+119.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -4.7% | -1.8% | -2.9% | -4.1% |
| 30D | +0.2% | -1.7% | +1.9% | +0.9% |
| 3M | +12.0% | +9.1% | +2.9% | +8.4% |
| 6M | -12.5% | +32.4% | -45.0% | -22.0% |
| YTD | -7.9% | +6.6% | -14.5% | -11.7% |
| 1Y | -20.4% | +34.7% | -55.1% | -30.6% |
| 3Y | +53.1% | +53.6% | -0.5% | +20.0% |
| 5Y | -22.1% | -4.1% | -18.1% | -26.7% |
| 10Y | +275.4% | +167.9% | +107.6% | +131.5% |
| All | +275.4% | +156.2% | +119.2% | +131.5% |
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