+99.6%
PSX vs WAT
+41.4%
+58.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.1% |
| 7D | +4.5% | -1.3% | +5.8% | +4.5% |
| 30D | +26.6% | +2.3% | +24.3% | +26.7% |
| 3M | +39.3% | +8.7% | +30.5% | +39.7% |
| 6M | +56.8% | +28.3% | +28.5% | +58.1% |
| YTD | +101.8% | +7.8% | +94.0% | +105.3% |
| 1Y | +99.6% | +36.6% | +63.0% | +111.1% |
| All | +99.6% | +41.4% | +58.2% | +111.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling