+231.8%
WAT vs RBA
+225.5%
+6.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +3.4% | +3.2% | +0.2% | +2.6% |
| 30D | +9.6% | +12.0% | -2.4% | +6.2% |
| 3M | +15.5% | +2.9% | +12.6% | +14.2% |
| 6M | +33.9% | -6.3% | +40.2% | +34.8% |
| YTD | +25.2% | -5.9% | +31.1% | +25.5% |
| 1Y | +26.3% | -3.9% | +30.2% | +25.8% |
| 3Y | +85.8% | +64.9% | +20.9% | +59.0% |
| 5Y | +35.3% | +48.5% | -13.2% | +15.8% |
| 10Y | +231.8% | +211.8% | +20.0% | +112.6% |
| All | +231.8% | +225.5% | +6.3% | +112.6% |
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