+70.6%
PR vs WAT
+23.9%
+46.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.7% | +2.6% |
| 7D | -0.5% | +0.7% | -1.2% | -0.4% |
| 30D | -4.6% | +9.0% | -13.6% | -3.4% |
| 3M | +4.7% | +13.5% | -8.8% | +6.6% |
| 6M | +12.4% | +35.3% | -22.8% | +17.2% |
| YTD | +62.9% | +24.0% | +38.9% | +69.0% |
| 1Y | +70.6% | +22.0% | +48.6% | +77.7% |
| All | +70.6% | +23.9% | +46.7% | +77.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling