+37.1%
WAT vs RNG
+120.2%
-83.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -2.9% | -9.6% | +6.7% | -2.4% |
| 30D | -3.2% | +8.8% | -12.0% | -3.7% |
| 3M | +10.6% | +78.6% | -68.0% | +7.2% |
| 6M | +34.0% | +70.3% | -36.2% | +30.0% |
| YTD | +5.7% | +140.3% | -134.6% | -0.4% |
| 1Y | +37.1% | +126.6% | -89.5% | +28.1% |
| All | +37.1% | +120.2% | -83.1% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling