+5,775.2%
WAT vs RL
+1,573.0%
+4,202.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +3.4% | +1.3% | +2.1% | +3.0% |
| 30D | +9.6% | +7.6% | +2.0% | +7.6% |
| 3M | +15.5% | -1.5% | +17.0% | +15.6% |
| 6M | +33.9% | +12.1% | +21.8% | +29.2% |
| YTD | +25.2% | +13.9% | +11.3% | +20.0% |
| 1Y | +26.3% | +20.7% | +5.6% | +19.3% |
| 3Y | +85.8% | +260.6% | -174.7% | +32.6% |
| 5Y | +35.3% | +248.9% | -213.6% | -4.5% |
| 10Y | +231.8% | +355.9% | -124.1% | +105.1% |
| All | +5,775.2% | +1,573.0% | +4,202.1% | +2,427.8% |
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