+163.9%
XLE vs WAT
+228.2%
-64.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -6.7% | +3.4% | -10.1% | -7.6% |
| 30D | -4.4% | +9.6% | -14.0% | -7.0% |
| 3M | +4.0% | +15.5% | -11.5% | -0.5% |
| 6M | +13.2% | +33.9% | -20.7% | +3.2% |
| YTD | +41.9% | +25.2% | +16.7% | +30.4% |
| 1Y | +41.6% | +26.3% | +15.4% | +29.6% |
| 3Y | +64.0% | +85.8% | -21.8% | +24.3% |
| 5Y | +158.1% | +35.3% | +122.8% | +115.0% |
| 10Y | +163.9% | +231.8% | -67.8% | +50.2% |
| All | +163.9% | +228.2% | -64.2% | +50.2% |
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 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