+65.7%
PPL vs WAT
+223.8%
-158.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.1% |
| 7D | -2.2% | +2.0% | -4.2% | -2.6% |
| 30D | +1.7% | +7.7% | -6.0% | 0.0% |
| 3M | +0.1% | +11.1% | -10.9% | -2.3% |
| 6M | -1.5% | +31.2% | -32.8% | -7.4% |
| YTD | +3.0% | +21.7% | -18.7% | -2.4% |
| 1Y | -1.4% | +19.3% | -20.8% | -6.2% |
| 3Y | +53.5% | +80.6% | -27.1% | +24.9% |
| 5Y | +46.4% | +29.5% | +16.9% | +29.1% |
| All | +65.7% | +223.8% | -158.1% | +10.3% |
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