+136.0%
XLC vs WAT
+134.2%
+1.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +3.7% | +0.6% | +3.1% | +3.5% |
| 30D | -1.9% | +5.4% | -7.3% | -3.5% |
| 3M | -3.1% | +11.3% | -14.4% | -6.3% |
| 6M | -6.4% | +37.4% | -43.8% | -15.3% |
| YTD | -6.8% | +21.2% | -28.0% | -13.5% |
| 1Y | -1.7% | +21.3% | -23.0% | -8.8% |
| 3Y | +64.7% | +83.4% | -18.7% | +24.7% |
| 5Y | +41.1% | +29.0% | +12.1% | +20.5% |
| All | +136.0% | +134.2% | +1.8% | +37.6% |
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 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