+1,096.1%
XLY vs WAT
+1,847.3%
-751.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.2% |
| 7D | -3.9% | -2.9% | -1.0% | -3.2% |
| 30D | -6.1% | -3.2% | -2.9% | -5.4% |
| 3M | -1.2% | +10.6% | -11.7% | -3.9% |
| 6M | -1.8% | +34.0% | -35.8% | -9.5% |
| YTD | -5.9% | +5.7% | -11.6% | -8.3% |
| 1Y | -3.1% | +37.1% | -40.2% | -11.9% |
| 3Y | +36.0% | +52.4% | -16.4% | +17.6% |
| 5Y | +27.6% | -4.4% | +32.0% | +22.8% |
| 10Y | +216.8% | +165.8% | +51.0% | +135.0% |
| All | +1,096.1% | +1,847.3% | -751.3% | +465.0% |
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 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