+49.2%
PAAS vs WAT
+31.1%
+18.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.6% |
| 7D | -7.0% | +2.0% | -9.1% | -7.5% |
| 30D | -15.3% | +7.7% | -23.0% | -17.0% |
| 3M | -27.7% | +11.1% | -38.8% | -29.8% |
| 6M | -40.5% | +31.2% | -71.7% | -44.8% |
| YTD | -26.5% | +21.7% | -48.2% | -31.0% |
| 1Y | -0.8% | +19.3% | -20.1% | -6.5% |
| 3Y | +196.9% | +80.6% | +116.3% | +130.0% |
| 5Y | +49.2% | +29.5% | +19.6% | +26.4% |
| All | +49.2% | +31.1% | +18.1% | +26.4% |
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