+338.3%
PSX vs WAT
+228.2%
+110.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -7.8% | +3.4% | -11.2% | -8.7% |
| 30D | -9.9% | +9.6% | -19.5% | -12.5% |
| 3M | +16.9% | +15.5% | +1.5% | +11.5% |
| 6M | +48.0% | +33.9% | +14.1% | +34.0% |
| YTD | +98.3% | +25.2% | +73.2% | +81.3% |
| 1Y | +86.2% | +26.3% | +59.9% | +69.6% |
| 3Y | +144.0% | +85.8% | +58.2% | +85.3% |
| 5Y | +287.7% | +35.3% | +252.4% | +221.9% |
| 10Y | +338.3% | +231.8% | +106.5% | +150.2% |
| All | +338.3% | +228.2% | +110.1% | +150.2% |
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