+22.4%
XLP vs WAT
+23.8%
-1.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | +0.7% | -1.1% | +1.8% | +0.8% |
| 30D | +10.3% | +5.0% | +5.3% | +10.0% |
| 3M | +6.5% | +14.5% | -8.0% | +6.0% |
| 6M | +8.4% | +30.9% | -22.5% | +7.3% |
| YTD | +18.2% | +20.5% | -2.3% | +17.0% |
| 1Y | +22.4% | +23.3% | -0.9% | +20.5% |
| All | +22.4% | +23.8% | -1.4% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling