+136.2%
XLP vs WAT
+223.8%
-87.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -0.2% | +2.0% | -2.2% | -0.6% |
| 30D | +8.2% | +7.7% | +0.5% | +6.5% |
| 3M | +7.7% | +11.1% | -3.3% | +5.3% |
| 6M | +9.3% | +31.2% | -21.9% | +3.1% |
| YTD | +19.5% | +21.7% | -2.2% | +13.6% |
| 1Y | +21.0% | +19.3% | +1.7% | +15.5% |
| 3Y | +43.2% | +80.6% | -37.4% | +20.0% |
| 5Y | +42.7% | +29.5% | +13.2% | +27.9% |
| All | +136.2% | +223.8% | -87.6% | +64.1% |
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