+157.1%
WAT vs RBA
+185.7%
-28.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.3% | -2.9% | +1.6% | -0.5% |
| 30D | +2.3% | -12.3% | +14.6% | +5.8% |
| 3M | +8.7% | -20.5% | +29.3% | +14.7% |
| 6M | +28.3% | -18.5% | +46.9% | +34.3% |
| YTD | +7.8% | -18.2% | +26.0% | +12.4% |
| 1Y | +36.6% | -27.5% | +64.1% | +47.0% |
| 3Y | +45.7% | +38.1% | +7.6% | +30.2% |
| 5Y | -3.3% | +44.8% | -48.1% | -17.0% |
| All | +157.1% | +185.7% | -28.6% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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