+1,477.5%
XLK vs WAT
+1,853.5%
-376.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | -0.1% | -1.0% | +0.9% | +0.2% |
| 3M | +2.1% | +10.9% | -8.8% | -1.1% |
| 6M | +37.2% | +33.2% | +4.0% | +25.3% |
| YTD | +30.8% | +6.1% | +24.7% | +26.9% |
| 1Y | +42.6% | +30.2% | +12.4% | +29.7% |
| 3Y | +121.8% | +52.9% | +68.9% | +86.9% |
| 5Y | +145.7% | -5.1% | +150.8% | +135.5% |
| 10Y | +782.1% | +152.6% | +629.5% | +533.6% |
| All | +1,477.5% | +1,853.5% | -376.0% | +538.8% |
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