-19.6%
RMD vs WAT
-2.9%
-16.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -5.0% | -1.3% | -3.7% | -4.6% |
| 30D | +2.2% | +2.3% | -0.1% | +1.5% |
| 3M | +17.8% | +8.7% | +9.1% | +14.6% |
| 6M | -11.3% | +28.3% | -39.7% | -19.0% |
| YTD | -4.4% | +7.8% | -12.2% | -8.0% |
| 1Y | -15.7% | +36.6% | -52.3% | -25.8% |
| 3Y | +47.7% | +45.7% | +2.1% | +19.8% |
| All | -19.6% | -2.9% | -16.7% | -22.8% |
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