+41.9%
XLP vs WAT
+74.7%
-32.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | +0.7% | -1.1% | +1.8% | +0.8% |
| 30D | +10.3% | +5.0% | +5.3% | +9.7% |
| 3M | +6.5% | +14.5% | -8.0% | +5.2% |
| 6M | +8.4% | +30.9% | -22.5% | +5.6% |
| YTD | +18.2% | +20.5% | -2.3% | +15.8% |
| 1Y | +22.4% | +23.3% | -0.9% | +19.5% |
| 3Y | +41.9% | +81.5% | -39.6% | +30.2% |
| All | +41.9% | +74.7% | -32.8% | +30.2% |
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