+199.5%
PAAS vs WAT
+161.1%
+38.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -2.9% | -1.3% | -1.6% | -2.6% |
| 30D | +6.8% | +2.3% | +4.5% | +6.4% |
| 3M | -2.9% | +8.7% | -11.6% | -4.6% |
| 6M | -16.4% | +28.3% | -44.7% | -21.1% |
| YTD | 0.0% | +7.8% | -7.8% | -2.3% |
| 1Y | +54.3% | +36.6% | +17.7% | +42.2% |
| 3Y | +230.7% | +45.7% | +185.0% | +192.1% |
| 5Y | +111.6% | -3.3% | +114.9% | +99.1% |
| All | +199.5% | +161.1% | +38.4% | +142.0% |
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