+170.7%
XLE vs WAT
+153.6%
+17.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | +12.6% | -1.0% | +13.6% | +12.8% |
| 3M | +11.8% | +10.9% | +1.0% | +8.1% |
| 6M | +16.1% | +33.2% | -17.1% | +5.1% |
| YTD | +46.9% | +6.1% | +40.8% | +41.8% |
| 1Y | +53.3% | +30.2% | +23.0% | +37.6% |
| 3Y | +54.9% | +52.9% | +2.1% | +24.8% |
| 5Y | +225.7% | -5.1% | +230.8% | +211.7% |
| 10Y | +170.7% | +152.6% | +18.0% | +64.3% |
| All | +170.7% | +153.6% | +17.0% | +64.3% |
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 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