+5,688.8%
HD vs WAT
+10,816.8%
-5,128.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -2.1% | -1.3% | -0.8% | -1.8% |
| 30D | -8.4% | +2.3% | -10.8% | -8.9% |
| 3M | +4.3% | +8.7% | -4.4% | +2.2% |
| 6M | -11.1% | +28.3% | -39.4% | -16.6% |
| YTD | -4.7% | +7.8% | -12.5% | -7.1% |
| 1Y | -19.8% | +36.6% | -56.4% | -26.3% |
| 3Y | +4.1% | +45.7% | -41.6% | -7.7% |
| 5Y | +10.3% | -3.3% | +13.6% | +6.4% |
| 10Y | +203.2% | +162.1% | +41.1% | +132.5% |
| All | +5,688.8% | +10,816.8% | -5,128.0% | +2,427.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling