+47.6%
PPL vs WAT
+36.4%
+11.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | 0.0% | +3.4% | -3.4% | -0.4% |
| 30D | +4.3% | +9.6% | -5.3% | +3.2% |
| 3M | +2.9% | +15.5% | -12.5% | +1.2% |
| 6M | +1.1% | +33.9% | -32.8% | -2.4% |
| YTD | +4.5% | +25.2% | -20.7% | +1.5% |
| 1Y | +0.1% | +26.3% | -26.2% | -2.9% |
| 3Y | +55.7% | +85.8% | -30.1% | +35.5% |
| 5Y | +47.6% | +35.3% | +12.3% | +34.5% |
| All | +47.6% | +36.4% | +11.2% | +34.5% |
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 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