+49.6%
PFE vs WAT
+232.2%
-182.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -1.6% |
| 7D | -4.7% | +6.0% | -10.7% | -6.2% |
| 30D | +3.4% | +9.9% | -6.5% | +0.7% |
| 3M | +9.2% | +17.2% | -7.9% | +4.5% |
| 6M | +15.8% | +34.2% | -18.4% | +6.5% |
| YTD | +23.4% | +25.5% | -2.1% | +14.6% |
| 1Y | +25.8% | +28.3% | -2.4% | +16.1% |
| 3Y | +17.8% | +88.4% | -70.5% | -5.5% |
| 5Y | -20.2% | +36.1% | -56.3% | -31.0% |
| 10Y | +49.6% | +234.8% | -185.2% | -6.2% |
| All | +49.6% | +232.2% | -182.6% | -6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling