+5,610.6%
WAT vs RL
+1,536.1%
+4,074.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +2.0% | +2.4% | -0.3% | +1.4% |
| 30D | +7.7% | +4.6% | +3.1% | +6.5% |
| 3M | +11.1% | -1.1% | +12.2% | +11.1% |
| 6M | +31.2% | +16.5% | +14.7% | +25.5% |
| YTD | +21.7% | +11.4% | +10.3% | +17.3% |
| 1Y | +19.3% | +16.1% | +3.2% | +13.8% |
| 3Y | +80.6% | +252.6% | -172.0% | +29.6% |
| 5Y | +29.5% | +244.9% | -215.4% | -8.3% |
| 10Y | +225.3% | +342.4% | -117.1% | +102.5% |
| All | +5,610.6% | +1,536.1% | +4,074.5% | +2,370.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling