+1,621.7%
PLD vs WAT
+4,194.2%
-2,572.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -0.8% | -1.1% | +0.3% | -0.5% |
| 30D | -0.3% | +5.0% | -5.2% | -1.6% |
| 3M | -8.0% | +14.5% | -22.5% | -11.4% |
| 6M | -9.8% | +30.9% | -40.7% | -16.5% |
| YTD | +1.8% | +20.5% | -18.7% | -4.7% |
| 1Y | +5.6% | +23.3% | -17.7% | -1.7% |
| 3Y | +33.3% | +81.5% | -48.2% | +9.9% |
| 5Y | +0.3% | +33.4% | -33.1% | -11.1% |
| 10Y | +241.6% | +231.5% | +10.1% | +138.0% |
| All | +1,621.7% | +4,194.2% | -2,572.5% | +786.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling