+20.4%
XLV vs WAT
+38.4%
-17.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.5% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | -1.8% | -1.9% | 0.0% | -1.5% |
| 3M | +7.8% | +13.5% | -5.7% | +5.4% |
| 6M | +9.1% | +37.2% | -28.1% | +2.3% |
| YTD | +7.7% | +7.5% | +0.2% | +6.1% |
| 1Y | +20.4% | +35.0% | -14.6% | +10.0% |
| All | +20.4% | +38.4% | -17.9% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling