+29.5%
WAT vs RL
+243.2%
-213.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +2.0% | +2.4% | -0.3% | +1.3% |
| 30D | +7.7% | +4.6% | +3.1% | +6.1% |
| 3M | +11.1% | -1.1% | +12.2% | +11.2% |
| 6M | +31.2% | +16.5% | +14.7% | +23.5% |
| YTD | +21.7% | +11.4% | +10.3% | +15.7% |
| 1Y | +19.3% | +16.1% | +3.2% | +11.8% |
| 3Y | +80.6% | +252.6% | -172.0% | +11.2% |
| 5Y | +29.5% | +244.9% | -215.4% | -24.0% |
| All | +29.5% | +243.2% | -213.6% | -24.0% |
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