+35.0%
WAT vs RRX
+15.2%
+19.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.0% |
| 7D | -0.3% | -0.3% | +0.1% | -0.2% |
| 30D | -1.9% | -6.1% | +4.3% | -0.9% |
| 3M | +13.5% | -23.1% | +36.6% | +17.7% |
| 6M | +37.2% | -19.5% | +56.8% | +40.1% |
| YTD | +7.5% | +16.1% | -8.6% | +0.5% |
| 1Y | +35.0% | +12.9% | +22.1% | +26.6% |
| All | +35.0% | +15.2% | +19.8% | +26.6% |
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