+234.7%
PM vs WAT
+232.2%
+2.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.6% | -3.1% |
| 7D | -7.3% | +6.0% | -13.3% | -8.2% |
| 30D | -4.0% | +9.9% | -13.9% | -5.6% |
| 3M | +2.7% | +17.2% | -14.4% | -0.2% |
| 6M | +14.9% | +34.2% | -19.4% | +8.5% |
| YTD | +23.5% | +25.5% | -2.0% | +17.4% |
| 1Y | +30.4% | +28.3% | +2.1% | +23.3% |
| 3Y | +143.2% | +88.4% | +54.9% | +101.2% |
| 5Y | +159.5% | +36.1% | +123.3% | +129.8% |
| 10Y | +234.7% | +234.8% | -0.2% | +124.0% |
| All | +234.7% | +232.2% | +2.5% | +124.0% |
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