+10,555.5%
WAT vs PNR
+1,116.2%
+9,439.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.1% | -0.6% |
| 7D | -0.7% | -3.0% | +2.3% | +0.4% |
| 30D | -1.0% | -14.9% | +13.9% | +4.8% |
| 3M | +10.9% | -19.0% | +29.9% | +18.6% |
| 6M | +33.2% | -35.9% | +69.1% | +54.3% |
| YTD | +6.1% | -43.1% | +49.2% | +27.8% |
| 1Y | +30.2% | -46.4% | +76.6% | +60.3% |
| 3Y | +52.9% | -10.8% | +63.7% | +56.4% |
| 5Y | -5.1% | -18.9% | +13.7% | -1.1% |
| 10Y | +152.6% | +64.4% | +88.2% | +101.1% |
| All | +10,555.5% | +1,116.2% | +9,439.2% | +4,911.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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