+223.9%
PR vs WAT
+32.1%
+191.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.8% | -4.0% |
| 7D | -16.5% | -5.6% | -10.9% | -15.3% |
| 30D | -4.5% | +3.8% | -8.3% | -5.6% |
| 3M | +8.5% | +13.3% | -4.7% | +4.5% |
| 6M | -3.3% | +32.2% | -35.5% | -11.6% |
| YTD | +55.7% | +19.3% | +36.4% | +45.4% |
| 1Y | +82.0% | +21.8% | +60.2% | +68.4% |
| 3Y | +62.5% | +73.9% | -11.5% | +23.8% |
| 5Y | +223.9% | +32.1% | +191.8% | +160.5% |
| All | +223.9% | +32.1% | +191.8% | +160.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling