+65.2%
PR vs WAT
+227.3%
-162.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | -16.4% | -1.1% | -15.3% | -16.1% |
| 30D | -1.9% | +5.0% | -6.9% | -3.6% |
| 3M | +8.0% | +14.5% | -6.5% | +2.9% |
| 6M | +4.1% | +30.9% | -26.8% | -5.8% |
| YTD | +58.7% | +20.5% | +38.2% | +45.4% |
| 1Y | +75.8% | +23.3% | +52.5% | +59.5% |
| 3Y | +73.2% | +81.5% | -8.3% | +28.8% |
| 5Y | +230.1% | +33.4% | +196.8% | +174.4% |
| All | +65.2% | +227.3% | -162.1% | +27.8% |
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