+186.4%
PAAS vs WAT
+232.2%
-45.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +1.9% |
| 7D | +8.8% | +6.0% | +2.8% | +7.4% |
| 30D | -8.5% | +9.9% | -18.3% | -10.4% |
| 3M | -17.0% | +17.2% | -34.2% | -19.9% |
| 6M | -27.9% | +34.2% | -62.1% | -32.5% |
| YTD | -17.5% | +25.5% | -43.0% | -22.2% |
| 1Y | +22.8% | +28.3% | -5.4% | +15.1% |
| 3Y | +224.2% | +88.4% | +135.9% | +169.9% |
| 5Y | +73.6% | +36.1% | +37.5% | +53.2% |
| 10Y | +186.4% | +234.8% | -48.5% | +123.2% |
| All | +186.4% | +232.2% | -45.8% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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