+82.2%
PR vs WAT
+223.8%
-141.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.9% | +2.6% |
| 7D | +6.7% | +2.0% | +4.7% | +5.9% |
| 30D | -6.1% | +7.7% | -13.8% | -8.6% |
| 3M | +6.9% | +11.1% | -4.2% | +2.8% |
| 6M | +14.6% | +31.2% | -16.6% | +3.6% |
| YTD | +66.1% | +21.7% | +44.5% | +51.6% |
| 1Y | +77.0% | +19.3% | +57.7% | +62.6% |
| 3Y | +93.8% | +80.6% | +13.2% | +44.6% |
| 5Y | +268.2% | +29.5% | +238.7% | +209.6% |
| All | +82.2% | +223.8% | -141.6% | +41.2% |
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