+163.9%
XLE vs WAT
+232.2%
-68.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -0.6% |
| 7D | -7.9% | +6.0% | -13.9% | -9.4% |
| 30D | -4.8% | +9.9% | -14.7% | -7.4% |
| 3M | +8.4% | +17.2% | -8.8% | +3.3% |
| 6M | +12.7% | +34.2% | -21.6% | +2.6% |
| YTD | +41.3% | +25.5% | +15.8% | +29.7% |
| 1Y | +42.3% | +28.3% | +14.0% | +29.6% |
| 3Y | +65.1% | +88.4% | -23.3% | +24.5% |
| 5Y | +150.2% | +36.1% | +114.1% | +107.9% |
| 10Y | +163.9% | +234.8% | -70.9% | +50.1% |
| All | +163.9% | +232.2% | -68.3% | +50.1% |
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