+100.0%
PBR vs WAT
+53.4%
+46.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +0.3% | -1.8% | +2.1% | +0.4% |
| 30D | +17.5% | -1.7% | +19.2% | +17.6% |
| 3M | +20.9% | +9.1% | +11.8% | +20.5% |
| 6M | +20.2% | +32.4% | -12.2% | +18.6% |
| YTD | +84.3% | +6.6% | +77.7% | +84.5% |
| 1Y | +77.1% | +34.7% | +42.4% | +72.7% |
| All | +100.0% | +53.4% | +46.6% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling