+152.6%
WAT vs RRC
+7.9%
+144.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -0.7% | -1.2% | +0.5% | -0.6% |
| 30D | -1.0% | +9.4% | -10.4% | -1.8% |
| 3M | +10.9% | +7.4% | +3.5% | +10.0% |
| 6M | +33.2% | +1.5% | +31.7% | +32.6% |
| YTD | +6.1% | +19.4% | -13.3% | +3.8% |
| 1Y | +30.2% | +24.2% | +6.0% | +26.7% |
| 3Y | +52.9% | +32.8% | +20.1% | +46.7% |
| 5Y | -5.1% | +152.9% | -158.0% | -15.6% |
| 10Y | +152.6% | +3.9% | +148.8% | +104.5% |
| All | +152.6% | +7.9% | +144.7% | +104.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling