+30.8%
WAT vs RL
+226.8%
-196.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.4% |
| 7D | -1.1% | -4.2% | +3.0% | +0.1% |
| 30D | +5.0% | +4.3% | +0.7% | +3.5% |
| 3M | +14.5% | -4.6% | +19.1% | +15.8% |
| 6M | +30.9% | +1.7% | +29.2% | +28.7% |
| YTD | +20.5% | +7.3% | +13.1% | +15.9% |
| 1Y | +23.3% | +20.8% | +2.5% | +13.9% |
| 3Y | +81.5% | +247.0% | -165.5% | +12.2% |
| All | +30.8% | +226.8% | -196.1% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling