+10,726.6%
WAT vs RRC
+801.5%
+9,925.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -1.3% | +1.3% | -2.6% | -1.4% |
| 30D | +2.3% | +10.1% | -7.8% | +1.2% |
| 3M | +8.7% | +4.0% | +4.7% | +8.1% |
| 6M | +28.3% | +1.6% | +26.7% | +27.6% |
| YTD | +7.8% | +19.7% | -11.9% | +5.0% |
| 1Y | +36.6% | +21.4% | +15.2% | +32.6% |
| 3Y | +45.7% | +29.7% | +16.0% | +39.0% |
| 5Y | -3.3% | +153.9% | -157.2% | -17.2% |
| 10Y | +162.1% | +10.8% | +151.3% | +119.6% |
| All | +10,726.6% | +801.5% | +9,925.1% | +7,021.5% |
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 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