+86.2%
PSX vs WAT
+26.7%
+59.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -7.8% | +3.4% | -11.2% | -7.7% |
| 30D | -9.9% | +9.6% | -19.5% | -9.6% |
| 3M | +16.9% | +15.5% | +1.5% | +17.3% |
| 6M | +48.0% | +33.9% | +14.1% | +48.4% |
| YTD | +98.3% | +25.2% | +73.2% | +104.6% |
| 1Y | +86.2% | +26.3% | +59.9% | +93.2% |
| All | +86.2% | +26.7% | +59.5% | +93.2% |
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 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