+1,117.4%
XLI vs WAT
+1,884.9%
-767.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -1.1% | -1.3% | +0.2% | -0.7% |
| 30D | -5.9% | +2.3% | -8.3% | -6.6% |
| 3M | -0.3% | +8.7% | -9.0% | -2.5% |
| 6M | +0.1% | +28.3% | -28.2% | -6.9% |
| YTD | +13.6% | +7.8% | +5.8% | +10.0% |
| 1Y | +17.2% | +36.6% | -19.4% | +6.4% |
| 3Y | +68.2% | +45.7% | +22.5% | +46.3% |
| 5Y | +80.7% | -3.3% | +84.0% | +72.3% |
| 10Y | +253.3% | +162.1% | +91.2% | +158.5% |
| All | +1,117.4% | +1,884.9% | -767.4% | +512.4% |
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