+73.0%
XLF vs WAT
+52.2%
+20.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -2.9% | -2.9% | 0.0% | -2.4% |
| 30D | -1.6% | -3.2% | +1.6% | -1.1% |
| 3M | +9.3% | +10.6% | -1.3% | +7.3% |
| 6M | +14.6% | +34.0% | -19.5% | +8.2% |
| YTD | +4.7% | +5.7% | -1.0% | +3.0% |
| 1Y | +8.6% | +37.1% | -28.4% | +1.6% |
| All | +73.0% | +52.2% | +20.9% | +57.3% |
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