+72.9%
PBR vs WAT
+32.9%
+40.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.7% | -8.6% | -6.7% |
| 7D | -11.0% | -1.9% | -9.0% | -11.2% |
| 30D | -18.8% | +6.2% | -25.0% | -18.0% |
| 3M | +7.8% | +18.1% | -10.2% | +10.7% |
| 6M | -7.6% | +54.9% | -62.5% | -0.6% |
| YTD | +72.7% | +23.1% | +49.5% | +80.9% |
| 1Y | +72.9% | +27.3% | +45.7% | +81.1% |
| All | +72.9% | +32.9% | +40.0% | +81.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling