+166.1%
WAT vs RSG
+428.9%
-262.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -1.9% | +4.0% | -5.8% | -3.9% |
| 3M | +13.5% | +7.4% | +6.1% | +8.9% |
| 6M | +37.2% | +0.1% | +37.1% | +35.9% |
| YTD | +7.5% | +6.0% | +1.5% | +2.7% |
| 1Y | +35.0% | -3.0% | +38.0% | +35.4% |
| 3Y | +55.1% | +56.5% | -1.4% | +14.1% |
| 5Y | -2.8% | +90.9% | -93.7% | -38.0% |
| All | +166.1% | +428.9% | -262.8% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling