+812.6%
PH vs WAT
+156.2%
+656.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.9% |
| 7D | 0.0% | -1.8% | +1.8% | +0.8% |
| 30D | -10.3% | -1.7% | -8.6% | -9.7% |
| 3M | +5.1% | +9.1% | -4.0% | +0.8% |
| 6M | +2.3% | +32.4% | -30.1% | -11.4% |
| YTD | +8.7% | +6.6% | +2.1% | +3.2% |
| 1Y | +26.8% | +34.7% | -7.9% | +7.0% |
| 3Y | +139.2% | +53.6% | +85.6% | +77.9% |
| 5Y | +251.1% | -4.1% | +255.2% | +228.9% |
| 10Y | +812.6% | +167.9% | +644.7% | +377.4% |
| All | +812.6% | +156.2% | +656.3% | +377.4% |
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 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