+415.3%
PR vs WAT
-3.2%
+418.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +2.9% | -1.3% | +4.2% | +3.2% |
| 30D | +18.0% | +2.3% | +15.7% | +17.2% |
| 3M | +16.9% | +8.7% | +8.1% | +13.8% |
| 6M | +28.2% | +28.3% | -0.1% | +17.7% |
| YTD | +69.3% | +7.8% | +61.6% | +63.3% |
| 1Y | +69.5% | +36.6% | +32.9% | +49.2% |
| 3Y | +81.7% | +45.7% | +36.0% | +50.1% |
| All | +415.3% | -3.2% | +418.5% | +306.9% |
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