+250.2%
XLI vs WAT
+166.5%
+83.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -2.3% | -2.9% | +0.6% | -1.3% |
| 30D | -8.2% | -3.2% | -4.9% | -7.2% |
| 3M | +0.8% | +10.6% | -9.8% | -2.9% |
| 6M | +0.8% | +34.0% | -33.2% | -9.9% |
| YTD | +10.5% | +5.7% | +4.8% | +6.6% |
| 1Y | +14.1% | +37.1% | -22.9% | -0.3% |
| 3Y | +68.6% | +52.4% | +16.2% | +33.8% |
| 5Y | +80.4% | -4.4% | +84.8% | +70.9% |
| All | +250.2% | +166.5% | +83.7% | +110.6% |
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