+78.7%
PR vs WAT
+230.7%
-152.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.7% | +3.1% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | -4.6% | +9.0% | -13.6% | -7.4% |
| 3M | +4.7% | +13.5% | -8.8% | 0.0% |
| 6M | +12.4% | +35.3% | -22.8% | +0.7% |
| YTD | +62.9% | +24.0% | +38.9% | +47.8% |
| 1Y | +70.6% | +22.0% | +48.6% | +55.6% |
| 3Y | +90.0% | +84.0% | +6.0% | +40.9% |
| 5Y | +255.5% | +34.4% | +221.2% | +195.1% |
| 10Y | +78.7% | +231.4% | -152.7% | +36.6% |
| All | +78.7% | +230.7% | -152.0% | +36.6% |
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