+763.1%
PM vs WAT
+627.0%
+136.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.7% |
| 7D | -4.9% | -1.3% | -3.6% | -4.6% |
| 30D | -3.4% | +2.3% | -5.7% | -4.0% |
| 3M | +5.2% | +8.7% | -3.6% | +2.8% |
| 6M | +3.7% | +28.3% | -24.6% | -3.4% |
| YTD | +15.8% | +7.8% | +8.0% | +12.0% |
| 1Y | +17.4% | +36.6% | -19.2% | +6.6% |
| 3Y | +116.9% | +45.7% | +71.3% | +84.7% |
| 5Y | +117.3% | -3.3% | +120.6% | +104.4% |
| 10Y | +193.8% | +162.1% | +31.7% | +93.2% |
| All | +763.1% | +627.0% | +136.1% | +310.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling