+231.4%
WAT vs RBA
+209.3%
+22.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +0.7% | +0.6% | +0.1% | +0.6% |
| 30D | +9.0% | +9.0% | 0.0% | +6.4% |
| 3M | +13.5% | +7.2% | +6.3% | +11.1% |
| 6M | +35.3% | -7.8% | +43.0% | +36.8% |
| YTD | +24.0% | -6.4% | +30.3% | +24.4% |
| 1Y | +22.0% | -4.2% | +26.1% | +21.6% |
| 3Y | +84.0% | +64.1% | +19.9% | +57.6% |
| 5Y | +34.4% | +48.4% | -14.1% | +15.1% |
| 10Y | +231.4% | +209.9% | +21.5% | +112.6% |
| All | +231.4% | +209.3% | +22.1% | +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