+101.4%
XLP vs WAT
+161.1%
-59.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.0% | -1.3% | +0.3% | -0.8% |
| 30D | -0.9% | +2.3% | -3.2% | -1.4% |
| 3M | +3.8% | +8.7% | -4.9% | +1.9% |
| 6M | -1.7% | +28.3% | -30.1% | -7.1% |
| YTD | +10.3% | +7.8% | +2.5% | +7.6% |
| 1Y | +7.8% | +36.6% | -28.8% | -0.3% |
| 3Y | +27.2% | +45.7% | -18.5% | +12.1% |
| 5Y | +32.5% | -3.3% | +35.8% | +27.8% |
| All | +101.4% | +161.1% | -59.7% | +45.8% |
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 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