+256.8%
PLD vs WAT
+232.2%
+24.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.3% | +1.3% |
| 7D | +0.7% | +6.0% | -5.3% | -1.4% |
| 30D | +0.8% | +9.9% | -9.1% | -2.7% |
| 3M | -6.1% | +17.2% | -23.3% | -11.6% |
| 6M | -8.0% | +34.2% | -42.2% | -18.2% |
| YTD | +4.7% | +25.5% | -20.8% | -5.9% |
| 1Y | +7.2% | +28.3% | -21.0% | -4.5% |
| 3Y | +39.2% | +88.4% | -49.1% | +1.9% |
| 5Y | +1.9% | +36.1% | -34.2% | -16.2% |
| 10Y | +256.8% | +234.8% | +22.0% | +118.4% |
| All | +256.8% | +232.2% | +24.6% | +118.4% |
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