+1,573.8%
PBR vs WAT
+512.7%
+1,061.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +8.6% | -1.3% | +9.9% | +9.0% |
| 30D | +12.8% | +2.3% | +10.5% | +11.8% |
| 3M | +14.7% | +8.7% | +5.9% | +10.8% |
| 6M | +25.2% | +28.3% | -3.1% | +12.5% |
| YTD | +77.1% | +7.8% | +69.4% | +67.8% |
| 1Y | +69.6% | +36.6% | +33.0% | +46.4% |
| 3Y | +95.6% | +45.7% | +49.9% | +56.1% |
| 5Y | +501.8% | -3.3% | +505.1% | +441.6% |
| 10Y | +640.6% | +162.1% | +478.5% | +345.1% |
| All | +1,573.8% | +512.7% | +1,061.1% | +538.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling