+556.1%
PBR vs WAT
-4.9%
+561.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.1% |
| 6M | +20.2% | +32.4% | -12.2% | +17.5% |
| YTD | +84.3% | +6.6% | +77.7% | +83.4% |
| 1Y | +77.1% | +34.7% | +42.4% | +71.3% |
| 3Y | +100.8% | +53.6% | +47.2% | +90.0% |
| 5Y | +556.1% | -4.1% | +560.2% | +550.2% |
| All | +556.1% | -4.9% | +561.0% | +550.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling