+1,112.1%
PSX vs WAT
+364.4%
+747.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +4.5% | -1.3% | +5.8% | +5.0% |
| 30D | +26.6% | +2.3% | +24.3% | +25.5% |
| 3M | +39.3% | +8.7% | +30.5% | +34.6% |
| 6M | +56.8% | +28.3% | +28.5% | +41.2% |
| YTD | +101.8% | +7.8% | +94.0% | +92.5% |
| 1Y | +99.6% | +36.6% | +63.0% | +72.9% |
| 3Y | +140.3% | +45.7% | +94.7% | +94.0% |
| 5Y | +339.3% | -3.3% | +342.6% | +310.7% |
| 10Y | +369.9% | +162.1% | +207.8% | +148.9% |
| All | +1,112.1% | +364.4% | +747.7% | +339.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling