+36.6%
WAT vs RSG
-3.6%
+40.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.1% |
| 7D | -1.3% | +0.3% | -1.6% | -1.2% |
| 30D | +2.3% | +7.6% | -5.2% | +3.4% |
| 3M | +8.7% | +7.4% | +1.3% | +10.0% |
| 6M | +28.3% | -3.3% | +31.6% | +30.7% |
| YTD | +7.8% | +6.0% | +1.8% | +8.6% |
| 1Y | +36.6% | -3.7% | +40.3% | +37.1% |
| All | +36.6% | -3.6% | +40.2% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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