+5,399.6%
PSA vs WAT
+10,816.8%
-5,417.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -3.7% | -1.3% | -2.4% | -3.5% |
| 30D | -7.7% | +2.3% | -10.1% | -8.1% |
| 3M | -0.6% | +8.7% | -9.3% | -2.1% |
| 6M | -0.9% | +28.3% | -29.2% | -5.2% |
| YTD | +18.7% | +7.8% | +10.9% | +16.4% |
| 1Y | +7.6% | +36.6% | -29.0% | +1.5% |
| 3Y | +23.7% | +45.7% | -22.0% | +13.9% |
| 5Y | +13.7% | -3.3% | +17.0% | +10.4% |
| 10Y | +98.9% | +162.1% | -63.3% | +63.6% |
| All | +5,399.6% | +10,816.8% | -5,417.2% | +3,067.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling