+28,302.0%
RMD vs WAT
+12,580.5%
+15,721.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +3.1% | +3.4% | -0.3% | +2.2% |
| 30D | +1.8% | +9.6% | -7.9% | -0.6% |
| 3M | +6.7% | +15.5% | -8.8% | +2.8% |
| 6M | +13.9% | +33.9% | -20.0% | +5.4% |
| YTD | -2.0% | +25.2% | -27.2% | -8.6% |
| 1Y | -5.4% | +26.3% | -31.7% | -12.0% |
| 3Y | +67.4% | +85.8% | -18.4% | +37.8% |
| 5Y | -5.7% | +35.3% | -41.0% | -16.6% |
| 10Y | +338.4% | +231.8% | +106.6% | +209.1% |
| All | +28,302.0% | +12,580.5% | +15,721.5% | +11,221.4% |
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