+37.8%
XLC vs WAT
-4.5%
+42.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | +0.2% | -1.0% | +1.2% | +0.4% |
| 3M | +0.6% | +10.9% | -10.2% | -1.9% |
| 6M | -4.5% | +33.2% | -37.7% | -11.5% |
| YTD | -4.7% | +6.1% | -10.8% | -7.0% |
| 1Y | -1.7% | +30.2% | -31.9% | -9.5% |
| 3Y | +72.3% | +52.9% | +19.4% | +42.8% |
| 5Y | +37.8% | -5.1% | +42.9% | +27.2% |
| All | +37.8% | -4.5% | +42.2% | +27.2% |
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