+74.8%
PBR vs WAT
+34.9%
+40.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.0% |
| 7D | +4.2% | -2.9% | +7.1% | +3.8% |
| 30D | +22.7% | -3.2% | +26.0% | +22.1% |
| 3M | +21.5% | +10.6% | +10.9% | +23.5% |
| 6M | +24.0% | +34.0% | -10.1% | +30.1% |
| YTD | +88.2% | +5.7% | +82.5% | +92.5% |
| 1Y | +74.8% | +37.1% | +37.8% | +80.9% |
| All | +74.8% | +34.9% | +40.0% | +80.9% |
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