+72.4%
XLI vs WAT
+49.0%
+23.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | -5.8% | -1.0% | -4.8% | -5.7% |
| 3M | +0.7% | +10.9% | -10.2% | -1.5% |
| 6M | +3.2% | +33.2% | -30.0% | -3.4% |
| YTD | +13.0% | +6.1% | +7.0% | +10.7% |
| 1Y | +16.8% | +30.2% | -13.4% | +8.9% |
| 3Y | +72.4% | +52.9% | +19.5% | +54.2% |
| All | +72.4% | +49.0% | +23.4% | +54.2% |
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 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