+83.4%
WAT vs RRX
+64.5%
+18.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | +0.6% | +4.3% | -3.8% | -0.7% |
| 30D | +5.4% | +12.3% | -6.9% | +1.5% |
| 3M | +11.3% | +3.7% | +7.7% | +9.4% |
| 6M | +37.4% | -13.9% | +51.3% | +40.1% |
| YTD | +21.2% | +26.5% | -5.3% | +5.1% |
| 1Y | +21.3% | +29.3% | -8.0% | +4.1% |
| 3Y | +83.4% | +65.6% | +17.8% | +37.0% |
| All | +83.4% | +64.5% | +18.9% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling