+42.0%
XLP vs WAT
+32.4%
+9.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | +0.7% | -1.1% | +1.8% | +0.9% |
| 30D | +10.3% | +5.0% | +5.3% | +9.5% |
| 3M | +6.5% | +14.5% | -8.0% | +4.5% |
| 6M | +8.4% | +30.9% | -22.5% | +4.3% |
| YTD | +18.2% | +20.5% | -2.3% | +14.6% |
| 1Y | +22.4% | +23.3% | -0.9% | +18.2% |
| 3Y | +41.9% | +81.5% | -39.6% | +24.7% |
| All | +42.0% | +32.4% | +9.6% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling