+80.9%
XLI vs WAT
-4.9%
+85.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -0.6% | -1.8% | +1.2% | -0.1% |
| 30D | -6.9% | -1.7% | -5.2% | -6.6% |
| 3M | -1.9% | +9.1% | -11.0% | -4.2% |
| 6M | +1.0% | +32.4% | -31.4% | -6.8% |
| YTD | +11.3% | +6.6% | +4.8% | +8.3% |
| 1Y | +15.8% | +34.7% | -18.9% | +5.2% |
| 3Y | +69.8% | +53.6% | +16.2% | +42.7% |
| 5Y | +80.9% | -4.1% | +85.0% | +67.9% |
| All | +80.9% | -4.9% | +85.8% | +67.9% |
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 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