+12,506.9%
WAT vs RRC
+951.1%
+11,555.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +6.0% | -10.3% | +16.4% | +7.4% |
| 30D | +9.9% | +19.5% | -9.6% | +7.4% |
| 3M | +17.2% | +27.9% | -10.8% | +13.5% |
| 6M | +34.2% | +21.2% | +13.1% | +30.6% |
| YTD | +25.5% | +39.6% | -14.1% | +19.8% |
| 1Y | +28.3% | +31.3% | -3.0% | +23.1% |
| 3Y | +88.4% | +51.9% | +36.4% | +76.2% |
| 5Y | +36.1% | +110.2% | -74.0% | +19.2% |
| 10Y | +234.8% | +56.7% | +178.2% | +168.5% |
| All | +12,506.9% | +951.1% | +11,555.9% | +8,019.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling