+889.2%
XLV vs WAT
+1,879.8%
-990.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.6% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | -1.8% | -1.9% | 0.0% | -1.4% |
| 3M | +7.8% | +13.5% | -5.7% | +4.7% |
| 6M | +9.1% | +37.2% | -28.1% | +1.0% |
| YTD | +7.7% | +7.5% | +0.2% | +4.9% |
| 1Y | +20.4% | +35.0% | -14.6% | +11.3% |
| 3Y | +30.8% | +55.1% | -24.3% | +14.6% |
| 5Y | +34.6% | -2.8% | +37.4% | +29.2% |
| 10Y | +173.4% | +170.2% | +3.2% | +107.8% |
| All | +889.2% | +1,879.8% | -990.6% | +415.4% |
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