-22.3%
PINS vs WAT
+91.5%
-113.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.2% | -4.6% |
| 7D | -2.1% | -1.1% | -1.0% | -1.6% |
| 30D | -6.6% | +5.0% | -11.6% | -8.8% |
| 3M | -18.7% | +14.5% | -33.2% | -23.9% |
| 6M | -10.4% | +30.9% | -41.3% | -21.5% |
| YTD | -26.8% | +20.5% | -47.2% | -34.5% |
| 1Y | -27.9% | +23.3% | -51.1% | -36.2% |
| 3Y | -38.7% | +81.5% | -120.2% | -59.1% |
| 5Y | -59.0% | +33.4% | -92.4% | -67.9% |
| All | -22.3% | +91.5% | -113.8% | -58.9% |
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