+668.5%
PBR vs WAT
+166.5%
+502.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.4% |
| 7D | +4.2% | -2.9% | +7.1% | +5.1% |
| 30D | +22.7% | -3.2% | +26.0% | +23.7% |
| 3M | +21.5% | +10.6% | +10.9% | +17.4% |
| 6M | +24.0% | +34.0% | -10.1% | +11.6% |
| YTD | +88.2% | +5.7% | +82.5% | +81.3% |
| 1Y | +74.8% | +37.1% | +37.8% | +53.0% |
| 3Y | +105.1% | +52.4% | +52.7% | +60.3% |
| 5Y | +572.2% | -4.4% | +576.7% | +537.1% |
| All | +668.5% | +166.5% | +502.0% | +289.8% |
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