+2,626.4%
WAT vs RSG
+2,015.2%
+611.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +2.3% | +7.6% | -5.2% | 0.0% |
| 3M | +8.7% | +7.4% | +1.3% | +6.1% |
| 6M | +28.3% | -3.3% | +31.6% | +28.9% |
| YTD | +7.8% | +6.0% | +1.8% | +5.0% |
| 1Y | +36.6% | -3.7% | +40.3% | +37.0% |
| 3Y | +45.7% | +59.1% | -13.4% | +23.7% |
| 5Y | -3.3% | +89.0% | -92.3% | -22.5% |
| 10Y | +162.1% | +412.5% | -250.4% | +57.0% |
| All | +2,626.4% | +2,015.2% | +611.1% | +1,047.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling