+30.9%
PM vs WAT
+19.9%
+11.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.1% |
| 7D | -2.4% | +2.0% | -4.4% | -2.3% |
| 30D | -1.3% | +7.7% | -9.0% | -1.0% |
| 3M | +6.5% | +11.1% | -4.5% | +7.0% |
| 6M | +7.0% | +31.2% | -24.2% | +8.3% |
| YTD | +25.8% | +21.7% | +4.1% | +27.3% |
| 1Y | +30.9% | +19.3% | +11.6% | +32.5% |
| All | +30.9% | +19.9% | +11.0% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling