+267.4%
PLD vs WAT
+228.2%
+39.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +0.8% | +3.4% | -2.6% | -0.4% |
| 30D | +0.5% | +9.6% | -9.2% | -2.9% |
| 3M | -5.5% | +15.5% | -21.0% | -10.6% |
| 6M | -8.3% | +33.9% | -42.2% | -18.4% |
| YTD | +4.3% | +25.2% | -20.9% | -6.1% |
| 1Y | +7.4% | +26.3% | -18.8% | -3.7% |
| 3Y | +37.1% | +85.8% | -48.8% | +0.9% |
| 5Y | +1.3% | +35.3% | -34.0% | -16.5% |
| 10Y | +267.4% | +231.8% | +35.6% | +123.9% |
| All | +267.4% | +228.2% | +39.2% | +123.9% |
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 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