+257.2%
PLD vs WTW
+218.5%
+38.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.8% |
| 7D | +1.3% | +2.0% | -0.6% | +0.4% |
| 30D | -1.4% | +12.9% | -14.2% | -6.8% |
| 3M | -8.2% | +0.7% | -8.9% | -8.9% |
| 6M | -8.0% | +39.5% | -47.5% | -21.9% |
| YTD | +3.2% | +3.1% | 0.0% | -0.7% |
| 1Y | +7.0% | +4.8% | +2.3% | +2.1% |
| 3Y | +38.3% | +42.9% | -4.7% | +9.8% |
| 5Y | +0.2% | +55.3% | -55.1% | -25.0% |
| All | +257.2% | +218.5% | +38.7% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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