+81.6%
XLF vs WAT
+82.3%
-0.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | +7.6% | +5.4% | +2.2% | +6.6% |
| 3M | +1.1% | +11.3% | -10.2% | -0.9% |
| 6M | +15.9% | +37.4% | -21.5% | +9.3% |
| YTD | +8.4% | +21.2% | -12.7% | +4.1% |
| 1Y | +12.5% | +21.3% | -8.8% | +7.9% |
| 3Y | +81.6% | +83.4% | -1.8% | +62.5% |
| All | +81.6% | +82.3% | -0.8% | +62.5% |
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