+3,683.8%
WAT vs RBA
+4,003.4%
-319.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | -1.1% | +4.3% | -5.4% | -2.1% |
| 30D | +5.0% | +16.3% | -11.4% | +1.1% |
| 3M | +14.5% | +1.3% | +13.2% | +13.7% |
| 6M | +30.9% | -11.1% | +42.0% | +33.3% |
| YTD | +20.5% | -8.5% | +28.9% | +21.5% |
| 1Y | +23.3% | -2.1% | +25.4% | +22.4% |
| 3Y | +81.5% | +44.6% | +36.9% | +63.1% |
| 5Y | +33.4% | +36.8% | -3.4% | +19.0% |
| 10Y | +231.5% | +227.3% | +4.2% | +134.2% |
| All | +3,683.8% | +4,003.4% | -319.7% | +1,546.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling