+1,681.1%
PLTR vs WAT
+145.5%
+1,535.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.3% | +4.1% |
| 7D | -5.1% | +6.0% | -11.2% | -6.9% |
| 30D | -19.1% | +9.9% | -29.0% | -21.5% |
| 3M | -1.6% | +17.2% | -18.8% | -6.7% |
| 6M | +22.8% | +34.2% | -11.4% | +11.5% |
| YTD | -4.8% | +25.5% | -30.3% | -12.7% |
| 1Y | -4.9% | +28.3% | -33.2% | -13.5% |
| 3Y | +826.1% | +88.4% | +737.7% | +553.7% |
| 5Y | +597.7% | +36.1% | +561.6% | +470.8% |
| All | +1,681.1% | +145.5% | +1,535.6% | +1,386.8% |
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