-7.0%
PLD vs WAT
+34.0%
-41.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -2.0% |
| 7D | +0.4% | -5.6% | +6.0% | +0.6% |
| 30D | -0.1% | +3.8% | -3.9% | -0.2% |
| 3M | -7.9% | +13.3% | -21.2% | -8.2% |
| 6M | -7.0% | +32.2% | -39.1% | -7.9% |
| All | -7.0% | +34.0% | -41.0% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling