+69.9%
XLI vs WAT
+28.6%
+41.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +3.8% | +0.6% | +3.2% | +3.6% |
| 30D | +1.0% | +5.4% | -4.4% | -0.3% |
| 3M | -8.9% | +11.3% | -20.2% | -11.5% |
| 6M | -2.3% | +37.4% | -39.7% | -10.3% |
| YTD | +9.7% | +21.2% | -11.5% | +3.1% |
| 1Y | +12.3% | +21.3% | -9.0% | +5.5% |
| 3Y | +71.5% | +83.4% | -11.9% | +36.7% |
| All | +69.9% | +28.6% | +41.3% | +46.9% |
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