+788.5%
XLK vs WAT
+170.9%
+617.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +0.7% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -0.6% | -1.9% | +1.2% | 0.0% |
| 3M | +2.6% | +13.5% | -11.0% | -2.5% |
| 6M | +34.0% | +37.2% | -3.3% | +17.2% |
| YTD | +30.7% | +7.5% | +23.2% | +24.8% |
| 1Y | +39.2% | +35.0% | +4.2% | +20.4% |
| 3Y | +120.4% | +55.1% | +65.3% | +68.4% |
| 5Y | +148.8% | -2.8% | +151.6% | +133.0% |
| All | +788.5% | +170.9% | +617.5% | +409.1% |
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