+386.6%
PSX vs WAT
+156.2%
+230.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.5% |
| 7D | +1.8% | -1.8% | +3.6% | +2.4% |
| 30D | +21.6% | -1.7% | +23.3% | +22.1% |
| 3M | +46.5% | +9.1% | +37.4% | +42.0% |
| 6M | +62.0% | +32.4% | +29.6% | +46.0% |
| YTD | +106.3% | +6.6% | +99.7% | +98.7% |
| 1Y | +103.0% | +34.7% | +68.3% | +79.4% |
| 3Y | +135.5% | +53.6% | +81.9% | +90.6% |
| 5Y | +368.5% | -4.1% | +372.6% | +347.9% |
| 10Y | +386.6% | +167.9% | +218.7% | +185.6% |
| All | +386.6% | +156.2% | +230.3% | +185.6% |
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