+43.7%
XLP vs WAT
+73.0%
-29.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.4% | -0.5% |
| 7D | +3.5% | -5.6% | +9.1% | +4.0% |
| 30D | +11.6% | +3.8% | +7.7% | +11.1% |
| 3M | +7.6% | +13.3% | -5.6% | +6.4% |
| 6M | +10.0% | +32.2% | -22.2% | +7.1% |
| YTD | +19.7% | +19.3% | +0.4% | +17.4% |
| 1Y | +23.5% | +21.8% | +1.7% | +20.7% |
| All | +43.7% | +73.0% | -29.3% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling