+1,248.5%
PPL vs WAT
+10,816.8%
-9,568.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +2.7% | -1.3% | +3.9% | +2.8% |
| 30D | +0.5% | +2.3% | -1.9% | +0.1% |
| 3M | +0.7% | +8.7% | -8.1% | -0.5% |
| 6M | -7.6% | +28.3% | -35.9% | -11.0% |
| YTD | +1.8% | +7.8% | -6.0% | +0.1% |
| 1Y | -0.8% | +36.6% | -37.4% | -5.6% |
| 3Y | +56.9% | +45.7% | +11.2% | +45.5% |
| 5Y | +39.5% | -3.3% | +42.8% | +35.4% |
| 10Y | +55.4% | +162.1% | -106.7% | +31.9% |
| All | +1,248.5% | +10,816.8% | -9,568.3% | +762.3% |
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 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