-4.6%
HD vs WAT
+32.9%
-37.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.9% | +6.1% |
| 7D | +11.9% | -1.9% | +13.9% | +12.4% |
| 30D | +26.4% | +6.2% | +20.2% | +24.3% |
| 3M | +2.8% | +18.1% | -15.2% | -1.9% |
| 6M | +15.5% | +54.9% | -39.4% | +2.5% |
| YTD | +5.5% | +23.1% | -17.6% | -2.7% |
| 1Y | -4.6% | +27.3% | -31.9% | -14.4% |
| All | -4.6% | +32.9% | -37.5% | -14.4% |
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