+58.1%
XLE vs WAT
+74.7%
-16.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -12.0% | -1.1% | -10.9% | -11.9% |
| 30D | -2.7% | +5.0% | -7.7% | -3.2% |
| 3M | +6.6% | +14.5% | -7.9% | +5.1% |
| 6M | +9.5% | +30.9% | -21.4% | +6.3% |
| YTD | +40.6% | +20.5% | +20.1% | +37.8% |
| 1Y | +43.6% | +23.3% | +20.3% | +40.1% |
| 3Y | +58.1% | +81.5% | -23.4% | +49.3% |
| All | +58.1% | +74.7% | -16.6% | +49.3% |
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 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