+135.9%
XLU vs WAT
+170.9%
-35.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -3.3% | -1.9% | -1.4% | -3.0% |
| 3M | -3.2% | +13.5% | -16.7% | -5.7% |
| 6M | -7.0% | +37.2% | -44.2% | -13.5% |
| YTD | +0.6% | +7.5% | -6.9% | -1.9% |
| 1Y | +2.4% | +35.0% | -32.6% | -5.3% |
| 3Y | +46.3% | +55.1% | -8.8% | +25.4% |
| 5Y | +44.0% | -2.8% | +46.8% | +38.1% |
| All | +135.9% | +170.9% | -35.1% | +70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling