+156.7%
WAT vs RL
+308.9%
-152.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.6% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | +2.3% | -7.8% | +10.1% | +4.5% |
| 3M | +8.7% | -4.0% | +12.7% | +9.5% |
| 6M | +28.3% | -1.9% | +30.2% | +27.8% |
| YTD | +7.8% | -0.2% | +7.9% | +6.6% |
| 1Y | +36.6% | +10.7% | +25.9% | +31.0% |
| 3Y | +45.7% | +210.8% | -165.1% | +2.6% |
| 5Y | -3.3% | +238.2% | -241.5% | -35.1% |
| All | +156.7% | +308.9% | -152.3% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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