+443.5%
WAT vs PSLV
+115.4%
+328.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.5% |
| 7D | -0.7% | +2.7% | -3.4% | -1.0% |
| 30D | -1.0% | +3.5% | -4.4% | -1.3% |
| 3M | +10.9% | +0.3% | +10.6% | +10.7% |
| 6M | +33.2% | -21.0% | +54.2% | +35.3% |
| YTD | +6.1% | -8.9% | +15.0% | +4.9% |
| 1Y | +30.2% | +54.0% | -23.7% | +21.7% |
| 3Y | +52.9% | +175.4% | -122.6% | +34.0% |
| 5Y | -5.1% | +157.7% | -162.8% | -17.0% |
| 10Y | +152.6% | +184.9% | -32.3% | +114.5% |
| All | +443.5% | +115.4% | +328.1% | +326.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling