+363.8%
PSX vs WAT
-4.5%
+368.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.8% |
| 7D | +2.8% | -0.7% | +3.5% | +2.9% |
| 30D | +27.8% | -1.0% | +28.7% | +27.9% |
| 3M | +42.0% | +10.9% | +31.1% | +39.3% |
| 6M | +58.1% | +33.2% | +24.9% | +49.3% |
| YTD | +105.0% | +6.1% | +98.9% | +101.8% |
| 1Y | +104.9% | +30.2% | +74.7% | +93.0% |
| 3Y | +134.1% | +52.9% | +81.2% | +114.8% |
| 5Y | +363.8% | -5.1% | +369.0% | +311.4% |
| All | +363.8% | -4.5% | +368.3% | +311.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling