-4.3%
HD vs WAT
+23.8%
-28.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | +4.3% | -1.1% | +5.4% | +4.6% |
| 30D | +20.2% | +5.0% | +15.2% | +18.5% |
| 3M | -1.0% | +14.5% | -15.5% | -4.8% |
| 6M | +7.9% | +30.9% | -23.0% | -0.1% |
| YTD | +2.0% | +20.5% | -18.5% | -5.4% |
| 1Y | -4.3% | +23.3% | -27.6% | -13.0% |
| All | -4.3% | +23.8% | -28.1% | -13.0% |
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