+29.0%
XEL vs WAT
-4.9%
+33.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +0.9% | -1.8% | +2.7% | +1.1% |
| 30D | -0.9% | -1.7% | +0.8% | -0.7% |
| 3M | -1.4% | +9.1% | -10.5% | -2.4% |
| 6M | -5.8% | +32.4% | -38.2% | -9.1% |
| YTD | +4.7% | +6.6% | -1.9% | +3.4% |
| 1Y | +9.1% | +34.7% | -25.7% | +4.3% |
| 3Y | +47.8% | +53.6% | -5.7% | +34.0% |
| 5Y | +29.0% | -4.1% | +33.1% | +19.0% |
| All | +29.0% | -4.9% | +33.9% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling