+119.0%
PAAS vs WAT
-3.2%
+122.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -2.9% | -1.3% | -1.6% | -2.5% |
| 30D | +6.8% | +2.3% | +4.5% | +6.3% |
| 3M | -2.9% | +8.7% | -11.6% | -4.9% |
| 6M | -16.4% | +28.3% | -44.7% | -22.0% |
| YTD | 0.0% | +7.8% | -7.8% | -2.8% |
| 1Y | +54.3% | +36.6% | +17.7% | +39.4% |
| 3Y | +230.7% | +45.7% | +185.0% | +176.6% |
| All | +119.0% | -3.2% | +122.2% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling