-3.7%
WAT vs RSG
+90.7%
-94.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -1.7% | +3.7% | -5.3% | -2.9% |
| 3M | +9.1% | +6.2% | +2.9% | +6.5% |
| 6M | +32.4% | -2.8% | +35.2% | +33.7% |
| YTD | +6.6% | +5.9% | +0.7% | +3.3% |
| 1Y | +34.7% | -1.8% | +36.5% | +35.0% |
| 3Y | +53.6% | +57.5% | -3.9% | +18.6% |
| All | -3.7% | +90.7% | -94.4% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling