+139.9%
XLC vs WAT
+106.0%
+33.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -1.4% | -1.8% | +0.4% | -0.9% |
| 30D | -0.9% | -1.7% | +0.8% | -0.5% |
| 3M | -0.3% | +9.1% | -9.4% | -3.1% |
| 6M | -5.2% | +32.4% | -37.6% | -13.9% |
| YTD | -5.3% | +6.6% | -11.9% | -8.6% |
| 1Y | -2.8% | +34.7% | -37.5% | -13.5% |
| 3Y | +71.2% | +53.6% | +17.6% | +37.1% |
| 5Y | +37.6% | -4.1% | +41.7% | +30.6% |
| All | +139.9% | +106.0% | +33.9% | +45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling