+27.3%
WAT vs RRX
+30.0%
-2.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +2.3% |
| 7D | -1.9% | +7.6% | -9.6% | -3.2% |
| 30D | +6.2% | +7.5% | -1.3% | +4.7% |
| 3M | +18.1% | -21.0% | +39.1% | +22.0% |
| 6M | +54.9% | -18.1% | +73.0% | +57.7% |
| YTD | +23.1% | +24.3% | -1.2% | +12.2% |
| 1Y | +27.3% | +29.3% | -2.0% | +14.8% |
| All | +27.3% | +30.0% | -2.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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