+56.5%
PPL vs WAT
+85.3%
-28.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -0.4% |
| 7D | -1.2% | +6.0% | -7.3% | -1.4% |
| 30D | +4.2% | +9.9% | -5.7% | +3.9% |
| 3M | +1.5% | +17.2% | -15.7% | +0.9% |
| 6M | +1.0% | +34.2% | -33.2% | -0.1% |
| YTD | +4.4% | +25.5% | -21.1% | +3.7% |
| 1Y | +0.8% | +28.3% | -27.5% | 0.0% |
| 3Y | +56.5% | +88.4% | -31.9% | +39.5% |
| All | +56.5% | +85.3% | -28.8% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling