+246.5%
XLF vs WAT
+166.5%
+80.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -2.9% | -2.9% | 0.0% | -1.9% |
| 30D | -1.6% | -3.2% | +1.6% | -0.6% |
| 3M | +9.3% | +10.6% | -1.3% | +5.3% |
| 6M | +14.6% | +34.0% | -19.5% | +2.3% |
| YTD | +4.7% | +5.7% | -1.0% | +1.0% |
| 1Y | +8.6% | +37.1% | -28.4% | -5.1% |
| 3Y | +73.9% | +52.4% | +21.5% | +36.8% |
| 5Y | +65.0% | -4.4% | +69.4% | +56.0% |
| All | +246.5% | +166.5% | +80.0% | +102.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling