+84.2%
WAT vs RBA
+61.6%
+22.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.5% |
| 7D | +2.0% | -0.5% | +2.6% | +2.2% |
| 30D | +7.7% | +6.8% | +0.8% | +5.7% |
| 3M | +11.1% | +9.5% | +1.6% | +8.1% |
| 6M | +31.2% | -8.2% | +39.4% | +32.8% |
| YTD | +21.7% | -7.7% | +29.4% | +22.2% |
| 1Y | +19.3% | -6.9% | +26.2% | +19.4% |
| All | +84.2% | +61.6% | +22.6% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling