+68.4%
XLE vs WAT
+83.1%
-14.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.4% | +1.7% |
| 7D | +4.4% | +2.0% | +2.4% | +4.2% |
| 30D | -4.3% | +7.7% | -12.0% | -5.0% |
| 3M | +6.0% | +11.1% | -5.0% | +4.9% |
| 6M | +13.2% | +31.2% | -18.0% | +9.8% |
| YTD | +46.7% | +21.7% | +25.0% | +43.7% |
| 1Y | +46.6% | +19.3% | +27.3% | +44.0% |
| All | +68.4% | +83.1% | -14.8% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling