-5.8%
XLC vs WAT
+32.9%
-38.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.4% |
| 7D | +1.8% | -1.9% | +3.7% | +1.9% |
| 30D | -6.0% | +6.2% | -12.2% | -6.3% |
| 3M | -6.0% | +18.1% | -24.1% | -6.9% |
| 6M | -9.1% | +54.9% | -64.0% | -11.7% |
| YTD | -10.0% | +23.1% | -33.1% | -12.4% |
| 1Y | -5.8% | +27.3% | -33.1% | -9.7% |
| All | -5.8% | +32.9% | -38.8% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling