+1,019.2%
XLE vs WAT
+2,183.2%
-1,163.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.1% |
| 7D | -0.2% | +0.7% | -0.9% | -0.4% |
| 30D | -4.0% | +9.0% | -13.0% | -6.0% |
| 3M | +4.6% | +13.5% | -8.8% | +1.3% |
| 6M | +12.3% | +35.3% | -23.0% | +3.9% |
| YTD | +44.5% | +24.0% | +20.6% | +35.0% |
| 1Y | +42.4% | +22.0% | +20.5% | +33.4% |
| 3Y | +67.0% | +84.0% | -17.0% | +37.8% |
| 5Y | +161.9% | +34.4% | +127.6% | +128.9% |
| 10Y | +173.9% | +231.4% | -57.5% | +90.9% |
| All | +1,019.2% | +2,183.2% | -1,163.9% | +467.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling