+123.7%
XRT vs WAT
+153.6%
-29.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.6% |
| 7D | -0.3% | -0.7% | +0.5% | 0.0% |
| 30D | -5.6% | -1.0% | -4.7% | -5.4% |
| 3M | +2.5% | +10.9% | -8.3% | -1.7% |
| 6M | +3.7% | +33.2% | -29.5% | -8.2% |
| YTD | +1.0% | +6.1% | -5.1% | -2.9% |
| 1Y | -1.2% | +30.2% | -31.4% | -12.8% |
| 3Y | +43.4% | +52.9% | -9.5% | +13.4% |
| 5Y | -0.7% | -5.1% | +4.4% | -6.3% |
| 10Y | +123.7% | +152.6% | -28.9% | +43.7% |
| All | +123.7% | +153.6% | -29.9% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling