+27.3%
WAT vs PSLV
+7.9%
+19.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.0% | -4.3% | +1.4% |
| 7D | -1.9% | -2.6% | +0.7% | -1.9% |
| 30D | +6.2% | -14.2% | +20.4% | +6.8% |
| 3M | +18.1% | -12.2% | +30.3% | +18.7% |
| 6M | +54.9% | -28.1% | +83.0% | +56.3% |
| YTD | +23.1% | -28.2% | +51.3% | +22.9% |
| 1Y | +27.3% | +9.1% | +18.2% | +28.9% |
| All | +27.3% | +7.9% | +19.4% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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