+46.9%
XEL vs WAT
+53.4%
-6.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +0.9% | -1.8% | +2.7% | +1.0% |
| 30D | -0.9% | -1.7% | +0.8% | -0.8% |
| 3M | -1.4% | +9.1% | -10.5% | -1.9% |
| 6M | -5.8% | +32.4% | -38.2% | -7.6% |
| YTD | +4.7% | +6.6% | -1.9% | +4.0% |
| 1Y | +9.1% | +34.7% | -25.7% | +6.2% |
| All | +46.9% | +53.4% | -6.5% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling