+29.5%
WAT vs RBA
+46.2%
-16.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.8% |
| 3M | +11.1% | +9.5% | +1.6% | +8.3% |
| 6M | +31.2% | -8.2% | +39.4% | +32.8% |
| YTD | +21.7% | -7.7% | +29.4% | +22.5% |
| 1Y | +19.3% | -6.9% | +26.2% | +19.8% |
| 3Y | +80.6% | +61.6% | +19.0% | +57.4% |
| 5Y | +29.5% | +44.7% | -15.2% | +15.1% |
| All | +29.5% | +46.2% | -16.7% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling