+422.3%
XLF vs WAT
+1,884.9%
-1,462.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | 0.0% | -1.3% | +1.3% | +0.3% |
| 30D | +0.2% | +2.3% | -2.2% | -0.5% |
| 3M | +11.7% | +8.7% | +3.0% | +8.9% |
| 6M | +13.8% | +28.3% | -14.5% | +5.3% |
| YTD | +7.0% | +7.8% | -0.8% | +3.4% |
| 1Y | +9.1% | +36.6% | -27.5% | -1.6% |
| 3Y | +75.6% | +45.7% | +29.9% | +50.7% |
| 5Y | +66.4% | -3.3% | +69.7% | +57.7% |
| 10Y | +250.3% | +162.1% | +88.2% | +149.1% |
| All | +422.3% | +1,884.9% | -1,462.6% | +140.9% |
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