+69.9%
PR vs WAT
+73.0%
-3.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.8% | -4.4% |
| 7D | -16.5% | -5.6% | -10.9% | -15.8% |
| 30D | -4.5% | +3.8% | -8.3% | -5.1% |
| 3M | +8.5% | +13.3% | -4.7% | +6.2% |
| 6M | -3.3% | +32.2% | -35.5% | -8.2% |
| YTD | +55.7% | +19.3% | +36.4% | +50.4% |
| 1Y | +82.0% | +21.8% | +60.2% | +74.6% |
| All | +69.9% | +73.0% | -3.1% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling