+508.9%
XLP vs WAT
+1,884.9%
-1,375.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -1.0% | -1.3% | +0.3% | -0.9% |
| 30D | -0.9% | +2.3% | -3.2% | -1.2% |
| 3M | +3.8% | +8.7% | -4.9% | +2.5% |
| 6M | -1.7% | +28.3% | -30.1% | -5.5% |
| YTD | +10.3% | +7.8% | +2.5% | +8.3% |
| 1Y | +7.8% | +36.6% | -28.8% | +2.3% |
| 3Y | +27.2% | +45.7% | -18.5% | +17.8% |
| 5Y | +32.5% | -3.3% | +35.8% | +28.6% |
| 10Y | +101.8% | +162.1% | -60.3% | +69.3% |
| All | +508.9% | +1,884.9% | -1,375.9% | +293.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling