+18.4%
XRT vs WAT
+32.9%
-14.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.9% | +5.2% |
| 7D | +8.0% | -1.9% | +10.0% | +8.5% |
| 30D | +13.0% | +6.2% | +6.8% | +11.4% |
| 3M | +1.7% | +18.1% | -16.4% | -2.3% |
| 6M | +12.6% | +54.9% | -42.3% | +0.4% |
| YTD | +10.7% | +23.1% | -12.5% | +4.4% |
| 1Y | +18.4% | +27.3% | -8.9% | +8.6% |
| All | +18.4% | +32.9% | -14.6% | +8.6% |
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