+28.4%
XLY vs WAT
-3.5%
+31.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.4% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -4.2% | -1.9% | -2.3% | -3.7% |
| 3M | -2.7% | +13.5% | -16.2% | -6.6% |
| 6M | -0.6% | +37.2% | -37.9% | -10.9% |
| YTD | -5.0% | +7.5% | -12.5% | -8.4% |
| 1Y | -4.1% | +35.0% | -39.1% | -14.7% |
| 3Y | +33.6% | +55.1% | -21.5% | +6.7% |
| All | +28.4% | -3.5% | +31.9% | +16.9% |
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