+27,603.2%
RMD vs WAT
+10,816.8%
+16,786.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -5.0% | -1.3% | -3.7% | -4.7% |
| 30D | +2.2% | +2.3% | -0.1% | +1.6% |
| 3M | +17.8% | +8.7% | +9.1% | +15.3% |
| 6M | -11.3% | +28.3% | -39.7% | -17.4% |
| YTD | -4.4% | +7.8% | -12.2% | -7.4% |
| 1Y | -15.7% | +36.6% | -52.3% | -23.4% |
| 3Y | +47.7% | +45.7% | +2.1% | +29.4% |
| 5Y | -19.2% | -3.3% | -15.9% | -22.3% |
| 10Y | +280.4% | +162.1% | +118.3% | +183.4% |
| All | +27,603.2% | +10,816.8% | +16,786.4% | +11,378.1% |
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