+52.9%
WAT vs RNG
+120.7%
-67.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | -0.9% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | -1.0% | +11.4% | -12.4% | -2.7% |
| 3M | +10.9% | +72.1% | -61.2% | +1.2% |
| 6M | +33.2% | +67.9% | -34.8% | +20.9% |
| YTD | +6.1% | +144.3% | -138.3% | -11.9% |
| 1Y | +30.2% | +117.5% | -87.3% | +10.5% |
| 3Y | +52.9% | +123.9% | -71.0% | +24.8% |
| All | +52.9% | +120.7% | -67.8% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling