+0.7%
PFE vs WAT
+50.1%
-49.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +1.8% | -1.3% | +3.0% | +2.0% |
| 30D | +10.2% | +2.3% | +7.9% | +9.7% |
| 3M | +12.7% | +8.7% | +3.9% | +10.6% |
| 6M | +10.5% | +28.3% | -17.8% | +4.2% |
| YTD | +20.2% | +7.8% | +12.4% | +17.5% |
| 1Y | +24.1% | +36.6% | -12.5% | +14.6% |
| All | +0.7% | +50.1% | -49.5% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling