+1,096.8%
PEP vs WAT
+12,612.0%
-11,515.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -0.1% |
| 7D | +1.0% | +6.0% | -5.0% | +0.3% |
| 30D | +12.6% | +9.9% | +2.7% | +11.2% |
| 3M | +3.1% | +17.2% | -14.0% | +1.0% |
| 6M | -6.3% | +34.2% | -40.5% | -10.0% |
| YTD | +1.9% | +25.5% | -23.6% | -1.8% |
| 1Y | +3.3% | +28.3% | -25.0% | -0.7% |
| 3Y | -4.8% | +88.4% | -93.2% | -14.0% |
| 5Y | +2.0% | +36.1% | -34.1% | -4.9% |
| 10Y | +80.3% | +234.8% | -154.5% | +49.6% |
| All | +1,096.8% | +12,612.0% | -11,515.2% | +594.4% |
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