+1,103.9%
PEP vs WAT
+11,982.1%
-10,878.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.6% |
| 7D | +6.7% | -5.6% | +12.3% | +7.4% |
| 30D | +13.5% | +3.8% | +9.7% | +12.9% |
| 3M | +3.9% | +13.3% | -9.3% | +2.2% |
| 6M | -6.0% | +32.2% | -38.2% | -9.5% |
| YTD | +2.5% | +19.3% | -16.8% | -0.5% |
| 1Y | +3.9% | +21.8% | -17.9% | +0.6% |
| 3Y | -4.7% | +73.9% | -78.6% | -13.0% |
| 5Y | +1.1% | +32.1% | -31.0% | -5.4% |
| 10Y | +83.8% | +228.2% | -144.4% | +53.1% |
| All | +1,103.9% | +11,982.1% | -10,878.3% | +603.0% |
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