+101.3%
PSA vs WAT
+156.2%
-55.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -2.2% | -1.8% | -0.4% | -1.8% |
| 30D | -9.6% | -1.7% | -7.9% | -9.3% |
| 3M | -7.9% | +9.1% | -17.0% | -9.9% |
| 6M | -2.0% | +32.4% | -34.4% | -8.7% |
| YTD | +15.7% | +6.6% | +9.2% | +12.9% |
| 1Y | +5.8% | +34.7% | -28.9% | -2.7% |
| 3Y | +21.6% | +53.6% | -32.0% | +6.0% |
| 5Y | +13.1% | -4.1% | +17.2% | +7.7% |
| 10Y | +101.3% | +167.9% | -66.6% | +60.2% |
| All | +101.3% | +156.2% | -55.0% | +60.2% |
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