+211.8%
PM vs WAT
+156.2%
+55.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | -1.2% | -1.8% | +0.6% | -0.9% |
| 30D | -0.2% | -1.7% | +1.5% | +0.1% |
| 3M | +4.9% | +9.1% | -4.2% | +3.1% |
| 6M | +9.0% | +32.4% | -23.4% | +2.8% |
| YTD | +17.8% | +6.6% | +11.2% | +15.3% |
| 1Y | +16.8% | +34.7% | -17.9% | +8.8% |
| 3Y | +125.4% | +53.6% | +71.9% | +94.3% |
| 5Y | +128.7% | -4.1% | +132.8% | +121.4% |
| 10Y | +211.8% | +167.9% | +44.0% | +111.1% |
| All | +211.8% | +156.2% | +55.6% | +111.1% |
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 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