+117.4%
PM vs WAT
-3.2%
+120.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.9% |
| 7D | -4.9% | -1.3% | -3.6% | -4.8% |
| 30D | -3.4% | +2.3% | -5.7% | -3.6% |
| 3M | +5.2% | +8.7% | -3.6% | +4.4% |
| 6M | +3.7% | +28.3% | -24.6% | +1.3% |
| YTD | +15.8% | +7.8% | +8.0% | +14.8% |
| 1Y | +17.4% | +36.6% | -19.2% | +13.6% |
| 3Y | +116.9% | +45.7% | +71.3% | +101.7% |
| All | +117.4% | -3.2% | +120.7% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling