+81.5%
WAT vs RL
+240.1%
-158.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.4% |
| 7D | -1.1% | -4.2% | +3.0% | 0.0% |
| 30D | +5.0% | +4.3% | +0.7% | +3.7% |
| 3M | +14.5% | -4.6% | +19.1% | +15.8% |
| 6M | +30.9% | +1.7% | +29.2% | +29.1% |
| YTD | +20.5% | +7.3% | +13.1% | +16.4% |
| 1Y | +23.3% | +20.8% | +2.5% | +14.8% |
| 3Y | +81.5% | +247.0% | -165.5% | +19.7% |
| All | +81.5% | +240.1% | -158.6% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling