+60.4%
HCA vs WAT
+54.7%
+5.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.1% |
| 7D | +5.4% | -0.3% | +5.7% | +5.5% |
| 30D | +3.0% | -1.9% | +4.9% | +3.3% |
| 3M | +13.0% | +13.5% | -0.5% | +10.7% |
| 6M | -20.3% | +37.2% | -57.5% | -24.7% |
| YTD | -8.2% | +7.5% | -15.7% | -9.7% |
| 1Y | +6.7% | +35.0% | -28.3% | +0.1% |
| 3Y | +60.4% | +55.1% | +5.3% | +36.6% |
| All | +60.4% | +54.7% | +5.7% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling