+52.5%
WAT vs PSLV
+165.1%
-112.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -0.3% |
| 7D | -2.9% | -4.9% | +2.0% | -2.5% |
| 30D | -3.2% | -1.9% | -1.3% | -3.1% |
| 3M | +10.6% | +4.2% | +6.4% | +10.1% |
| 6M | +34.0% | -27.6% | +61.6% | +36.8% |
| YTD | +5.7% | -11.7% | +17.4% | +3.1% |
| 1Y | +37.1% | +49.3% | -12.3% | +20.8% |
| All | +52.5% | +165.1% | -112.6% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling