+0.1%
PLD vs WAT
+31.1%
-31.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.5% |
| 7D | 0.0% | +2.0% | -2.0% | -0.7% |
| 30D | -3.7% | +7.7% | -11.4% | -6.3% |
| 3M | -7.9% | +11.1% | -19.0% | -11.5% |
| 6M | -9.2% | +31.2% | -40.4% | -18.2% |
| YTD | +3.1% | +21.7% | -18.6% | -5.7% |
| 1Y | +6.2% | +19.3% | -13.1% | -2.2% |
| 3Y | +35.4% | +80.6% | -45.2% | -0.8% |
| 5Y | +0.1% | +29.5% | -29.4% | -15.4% |
| All | +0.1% | +31.1% | -31.0% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling