+36.5%
XLB vs WAT
-4.5%
+41.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | -1.7% | -1.0% | -0.8% | -1.5% |
| 3M | +4.4% | +10.9% | -6.5% | +1.2% |
| 6M | +5.0% | +33.2% | -28.1% | -4.0% |
| YTD | +15.5% | +6.1% | +9.4% | +12.2% |
| 1Y | +14.9% | +30.2% | -15.3% | +4.4% |
| 3Y | +34.5% | +52.9% | -18.3% | +11.0% |
| 5Y | +36.5% | -5.1% | +41.7% | +24.6% |
| All | +36.5% | -4.5% | +41.0% | +24.6% |
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