+6,032.2%
PSA vs WAT
+12,225.3%
-6,193.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | -2.1% | +2.0% | -4.1% | -2.4% |
| 30D | +15.6% | +7.7% | +7.9% | +14.1% |
| 3M | +4.1% | +11.1% | -7.0% | +2.2% |
| 6M | +9.2% | +31.2% | -22.0% | +4.2% |
| YTD | +32.3% | +21.7% | +10.6% | +27.1% |
| 1Y | +26.2% | +19.3% | +6.8% | +21.5% |
| 3Y | +53.7% | +80.6% | -26.9% | +36.7% |
| 5Y | +26.6% | +29.5% | -3.0% | +17.5% |
| 10Y | +132.8% | +225.3% | -92.4% | +85.5% |
| All | +6,032.2% | +12,225.3% | -6,193.1% | +3,359.5% |
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 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