+228.3%
WAT vs RNG
+234.5%
-6.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | +0.6% | +4.6% | -4.0% | -0.1% |
| 30D | +5.4% | +0.4% | +5.0% | +5.2% |
| 3M | +11.3% | +11.4% | -0.1% | +9.1% |
| 6M | +37.4% | +95.7% | -58.3% | +22.2% |
| YTD | +21.2% | +162.9% | -141.7% | +0.8% |
| 1Y | +21.3% | +180.3% | -158.9% | -0.2% |
| 3Y | +83.4% | +188.3% | -105.0% | +46.5% |
| 5Y | +29.0% | -72.5% | +101.5% | +36.3% |
| All | +228.3% | +234.5% | -6.1% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling