+42.8%
XLP vs WAT
+35.9%
+6.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.4% |
| 7D | +0.1% | +6.0% | -6.0% | -0.7% |
| 30D | +8.9% | +9.9% | -1.0% | +7.6% |
| 3M | +7.5% | +17.2% | -9.7% | +5.2% |
| 6M | +9.4% | +34.2% | -24.8% | +5.0% |
| YTD | +19.3% | +25.5% | -6.2% | +15.0% |
| 1Y | +21.7% | +28.3% | -6.5% | +16.9% |
| 3Y | +44.0% | +88.4% | -44.4% | +26.0% |
| 5Y | +42.8% | +36.1% | +6.6% | +30.9% |
| All | +42.8% | +35.9% | +6.8% | +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