+28,881.9%
RMD vs WAT
+12,225.3%
+16,656.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | -0.2% | +2.0% | -2.2% | -0.7% |
| 30D | +1.6% | +7.7% | -6.1% | -0.3% |
| 3M | +6.0% | +11.1% | -5.1% | +3.1% |
| 6M | +17.9% | +31.2% | -13.3% | +9.6% |
| YTD | 0.0% | +21.7% | -21.7% | -6.1% |
| 1Y | -4.5% | +19.3% | -23.8% | -9.9% |
| 3Y | +70.8% | +80.6% | -9.8% | +41.6% |
| 5Y | -2.0% | +29.5% | -31.6% | -12.4% |
| 10Y | +343.4% | +225.3% | +118.1% | +214.3% |
| All | +28,881.9% | +12,225.3% | +16,656.6% | +11,534.6% |
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