+254.2%
HD vs WAT
+227.3%
+26.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.2% |
| 7D | +4.3% | -1.1% | +5.4% | +4.7% |
| 30D | +20.2% | +5.0% | +15.2% | +17.9% |
| 3M | -1.0% | +14.5% | -15.5% | -6.0% |
| 6M | +7.9% | +30.9% | -23.0% | -2.7% |
| YTD | +2.0% | +20.5% | -18.5% | -6.3% |
| 1Y | -4.3% | +23.3% | -27.6% | -12.9% |
| 3Y | +25.9% | +81.5% | -55.5% | -6.7% |
| 5Y | +5.8% | +33.4% | -27.6% | -12.5% |
| All | +254.2% | +227.3% | +26.9% | +117.5% |
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