+124.6%
XLP vs WAT
+227.3%
-102.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | +0.7% | -1.1% | +1.8% | +0.9% |
| 30D | +10.3% | +5.0% | +5.3% | +9.1% |
| 3M | +6.5% | +14.5% | -8.0% | +3.6% |
| 6M | +8.4% | +30.9% | -22.5% | +2.3% |
| YTD | +18.2% | +20.5% | -2.3% | +12.7% |
| 1Y | +22.4% | +23.3% | -0.9% | +16.0% |
| 3Y | +41.9% | +81.5% | -39.6% | +18.7% |
| 5Y | +40.9% | +33.4% | +7.5% | +25.1% |
| All | +124.6% | +227.3% | -102.7% | +57.3% |
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