+234.3%
PLD vs WAT
+161.1%
+73.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -2.4% | -1.3% | -1.1% | -2.0% |
| 30D | -2.4% | +2.3% | -4.8% | -3.3% |
| 3M | -3.8% | +8.7% | -12.5% | -7.1% |
| 6M | 0.0% | +28.3% | -28.3% | -10.0% |
| YTD | +9.2% | +7.8% | +1.5% | +4.1% |
| 1Y | +25.9% | +36.6% | -10.7% | +8.8% |
| 3Y | +21.3% | +45.7% | -24.4% | -1.6% |
| 5Y | +14.1% | -3.3% | +17.4% | +6.8% |
| All | +234.3% | +161.1% | +73.2% | +117.7% |
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 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