-1.7%
XLC vs WAT
+20.2%
-21.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +3.7% | +0.6% | +3.1% | +3.7% |
| 30D | -1.9% | +5.4% | -7.3% | -2.2% |
| 3M | -3.1% | +11.3% | -14.4% | -3.7% |
| 6M | -6.4% | +37.4% | -43.8% | -8.0% |
| YTD | -6.8% | +21.2% | -28.0% | -9.2% |
| 1Y | -1.7% | +21.3% | -23.0% | -4.3% |
| All | -1.7% | +20.2% | -21.9% | -4.3% |
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