+12,475.7%
WAT vs RRC
+1,001.6%
+11,474.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.1% | -0.8% |
| 7D | +3.4% | -5.2% | +8.6% | +4.0% |
| 30D | +9.6% | +25.2% | -15.6% | +6.5% |
| 3M | +15.5% | +27.4% | -11.9% | +11.9% |
| 6M | +33.9% | +27.0% | +6.9% | +29.5% |
| YTD | +25.2% | +46.3% | -21.1% | +18.8% |
| 1Y | +26.3% | +37.1% | -10.8% | +20.6% |
| 3Y | +85.8% | +60.2% | +25.6% | +72.7% |
| 5Y | +35.3% | +136.6% | -101.4% | +16.9% |
| 10Y | +231.8% | +68.8% | +163.0% | +163.7% |
| All | +12,475.7% | +1,001.6% | +11,474.1% | +7,954.2% |
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 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