+3,285.1%
WAT vs RBA
+3,565.6%
-280.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.3% | -2.9% | +1.6% | -0.6% |
| 30D | +2.3% | -12.3% | +14.6% | +5.4% |
| 3M | +8.7% | -20.5% | +29.3% | +14.0% |
| 6M | +28.3% | -18.5% | +46.9% | +33.6% |
| YTD | +7.8% | -18.2% | +26.0% | +11.9% |
| 1Y | +36.6% | -27.5% | +64.1% | +45.6% |
| 3Y | +45.7% | +38.1% | +7.6% | +32.5% |
| 5Y | -3.3% | +44.8% | -48.1% | -14.8% |
| 10Y | +162.1% | +187.1% | -25.0% | +91.3% |
| All | +3,285.1% | +3,565.6% | -280.5% | +1,415.4% |
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