+4,958.0%
WAT vs RL
+1,366.2%
+3,591.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.5% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | +2.3% | -7.8% | +10.1% | +4.2% |
| 3M | +8.7% | -4.0% | +12.7% | +9.4% |
| 6M | +28.3% | -1.9% | +30.2% | +27.9% |
| YTD | +7.8% | -0.2% | +7.9% | +6.8% |
| 1Y | +36.6% | +10.7% | +25.9% | +31.8% |
| 3Y | +45.7% | +210.8% | -165.1% | +7.8% |
| 5Y | -3.3% | +238.2% | -241.5% | -31.3% |
| 10Y | +162.1% | +313.4% | -151.3% | +66.2% |
| All | +4,958.0% | +1,366.2% | +3,591.8% | +2,149.6% |
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