+234.8%
WAT vs RBA
+236.6%
-1.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.5% |
| 7D | +6.0% | +2.5% | +3.5% | +5.4% |
| 30D | +9.9% | +11.6% | -1.7% | +6.6% |
| 3M | +17.2% | +1.5% | +15.7% | +16.3% |
| 6M | +34.2% | -6.6% | +40.9% | +35.3% |
| YTD | +25.5% | -6.3% | +31.8% | +25.9% |
| 1Y | +28.3% | -4.0% | +32.2% | +27.8% |
| 3Y | +88.4% | +47.3% | +41.1% | +65.6% |
| 5Y | +36.1% | +47.7% | -11.5% | +16.8% |
| 10Y | +234.8% | +224.7% | +10.1% | +116.4% |
| All | +234.8% | +236.6% | -1.7% | +116.4% |
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