+10,505.6%
PH vs WAT
+10,816.8%
-311.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -3.1% | -1.3% | -1.8% | -2.7% |
| 30D | -3.2% | +2.3% | -5.6% | -4.0% |
| 3M | +10.6% | +8.7% | +1.8% | +7.7% |
| 6M | -2.1% | +28.3% | -30.5% | -9.8% |
| YTD | +10.2% | +7.8% | +2.4% | +6.2% |
| 1Y | +28.2% | +36.6% | -8.4% | +15.0% |
| 3Y | +134.9% | +45.7% | +89.2% | +102.4% |
| 5Y | +253.6% | -3.3% | +256.9% | +238.4% |
| 10Y | +804.7% | +162.1% | +642.6% | +557.2% |
| All | +10,505.6% | +10,816.8% | -311.2% | +4,670.7% |
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