+10,726.6%
WAT vs RRX
+1,272.6%
+9,453.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -1.3% | +3.4% | -4.7% | -2.3% |
| 30D | +2.3% | -11.1% | +13.5% | +6.1% |
| 3M | +8.7% | -23.7% | +32.5% | +16.5% |
| 6M | +28.3% | -22.0% | +50.3% | +35.1% |
| YTD | +7.8% | +16.5% | -8.7% | -1.1% |
| 1Y | +36.6% | +11.5% | +25.1% | +26.4% |
| 3Y | +45.7% | +1.5% | +44.2% | +34.1% |
| 5Y | -3.3% | +18.3% | -21.6% | -17.0% |
| 10Y | +162.1% | +209.8% | -47.7% | +60.0% |
| All | +10,726.6% | +1,272.6% | +9,453.9% | +4,259.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling