+10,012.0%
PH vs WAT
+12,102.7%
-2,090.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.6% |
| 7D | +2.0% | -1.1% | +3.1% | +2.3% |
| 30D | -3.7% | +5.0% | -8.6% | -5.1% |
| 3M | -14.0% | +14.5% | -28.5% | -17.5% |
| 6M | +2.1% | +30.9% | -28.8% | -6.1% |
| YTD | +5.1% | +20.5% | -15.4% | -2.1% |
| 1Y | +10.9% | +23.3% | -12.3% | +2.7% |
| 3Y | +132.9% | +81.5% | +51.5% | +88.5% |
| 5Y | +200.1% | +33.4% | +166.7% | +162.2% |
| 10Y | +783.8% | +231.5% | +552.3% | +503.9% |
| All | +10,012.0% | +12,102.7% | -2,090.7% | +4,296.9% |
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