+218.0%
XLE vs WAT
-3.2%
+221.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +2.2% | -1.3% | +3.5% | +2.4% |
| 30D | +11.8% | +2.3% | +9.4% | +11.4% |
| 3M | +9.8% | +8.7% | +1.1% | +8.4% |
| 6M | +15.6% | +28.3% | -12.7% | +10.7% |
| YTD | +45.3% | +7.8% | +37.5% | +43.0% |
| 1Y | +48.3% | +36.6% | +11.7% | +39.2% |
| 3Y | +55.4% | +45.7% | +9.8% | +42.1% |
| All | +218.0% | -3.2% | +221.2% | +188.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling