+645.1%
PAAS vs WAT
+12,102.7%
-11,457.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | +8.4% | -1.1% | +9.5% | +8.5% |
| 30D | -7.2% | +5.0% | -12.1% | -7.7% |
| 3M | -14.0% | +14.5% | -28.5% | -15.4% |
| 6M | -26.8% | +30.9% | -57.7% | -29.1% |
| YTD | -19.8% | +20.5% | -40.3% | -21.9% |
| 1Y | +22.8% | +23.3% | -0.4% | +19.3% |
| 3Y | +183.6% | +81.5% | +102.2% | +160.7% |
| 5Y | +73.8% | +33.4% | +40.4% | +64.5% |
| 10Y | +185.6% | +231.5% | -45.9% | +144.4% |
| All | +645.1% | +12,102.7% | -11,457.6% | +616.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling