+64.4%
XLF vs WAT
-4.9%
+69.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -1.0% | -1.8% | +0.8% | -0.6% |
| 30D | -1.3% | -1.7% | +0.4% | -0.9% |
| 3M | +9.1% | +9.1% | +0.1% | +6.7% |
| 6M | +14.4% | +32.4% | -18.1% | +6.0% |
| YTD | +5.1% | +6.6% | -1.5% | +2.4% |
| 1Y | +8.6% | +34.7% | -26.1% | -0.7% |
| 3Y | +74.4% | +53.6% | +20.8% | +46.6% |
| 5Y | +64.4% | -4.1% | +68.4% | +51.2% |
| All | +64.4% | -4.9% | +69.3% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling