+9.5%
XLE vs WAT
+33.0%
-23.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | +0.1% |
| 7D | -12.0% | -1.1% | -10.9% | -12.1% |
| 30D | -2.7% | +5.0% | -7.7% | -1.8% |
| 3M | +6.6% | +14.5% | -7.9% | +9.1% |
| 6M | +9.5% | +30.9% | -21.4% | +14.9% |
| All | +9.5% | +33.0% | -23.5% | +14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling