+250.9%
PM vs WAT
+228.2%
+22.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -6.6% | +3.4% | -10.0% | -7.2% |
| 30D | -3.4% | +9.6% | -13.1% | -5.1% |
| 3M | +5.3% | +15.5% | -10.2% | +2.5% |
| 6M | +15.5% | +33.9% | -18.4% | +9.2% |
| YTD | +24.3% | +25.2% | -0.9% | +18.1% |
| 1Y | +29.7% | +26.3% | +3.4% | +23.0% |
| 3Y | +144.9% | +85.8% | +59.1% | +103.3% |
| 5Y | +159.0% | +35.3% | +123.7% | +129.7% |
| 10Y | +250.9% | +231.8% | +19.1% | +134.2% |
| All | +250.9% | +228.2% | +22.8% | +134.2% |
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