+27.3%
WAT vs RRC
+44.7%
-17.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +1.5% |
| 7D | -1.9% | -6.8% | +4.8% | -2.3% |
| 30D | +6.2% | +34.7% | -28.5% | +8.3% |
| 3M | +18.1% | +31.5% | -13.5% | +20.3% |
| 6M | +54.9% | +21.8% | +33.1% | +56.9% |
| YTD | +23.1% | +48.9% | -25.7% | +23.1% |
| 1Y | +27.3% | +42.1% | -14.8% | +28.2% |
| All | +27.3% | +44.7% | -17.4% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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