-4.1%
WAT vs RNG
-70.2%
+66.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -1.8% | -4.1% | +2.3% | -1.2% |
| 30D | -1.7% | +8.6% | -10.3% | -3.0% |
| 3M | +9.1% | +78.0% | -68.9% | -1.0% |
| 6M | +32.4% | +67.0% | -34.6% | +20.4% |
| YTD | +6.6% | +142.4% | -135.9% | -10.1% |
| 1Y | +34.7% | +120.4% | -85.7% | +15.0% |
| 3Y | +53.6% | +122.1% | -68.5% | +27.2% |
| 5Y | -4.1% | -69.8% | +65.8% | -4.3% |
| All | -4.1% | -70.2% | +66.1% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling