+231.7%
PLD vs WAT
+227.3%
+4.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -0.8% | -1.1% | +0.3% | -0.5% |
| 30D | -0.3% | +5.0% | -5.2% | -2.2% |
| 3M | -8.0% | +14.5% | -22.5% | -12.7% |
| 6M | -9.8% | +30.9% | -40.7% | -19.1% |
| YTD | +1.8% | +20.5% | -18.7% | -7.1% |
| 1Y | +5.6% | +23.3% | -17.7% | -4.6% |
| 3Y | +33.3% | +81.5% | -48.2% | -1.1% |
| 5Y | +0.3% | +33.4% | -33.1% | -17.0% |
| All | +231.7% | +227.3% | +4.4% | +108.9% |
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