+6,272.4%
HD vs WAT
+12,612.0%
-6,339.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +1.9% |
| 7D | +3.6% | +6.0% | -2.4% | +2.2% |
| 30D | +21.6% | +9.9% | +11.7% | +18.8% |
| 3M | +0.1% | +17.2% | -17.1% | -3.7% |
| 6M | +13.0% | +34.2% | -21.2% | +5.1% |
| YTD | +4.9% | +25.5% | -20.6% | -1.5% |
| 1Y | -2.1% | +28.3% | -30.3% | -8.6% |
| 3Y | +32.6% | +88.4% | -55.8% | +10.8% |
| 5Y | +8.2% | +36.1% | -27.9% | -3.5% |
| 10Y | +257.9% | +234.8% | +23.1% | +160.0% |
| All | +6,272.4% | +12,612.0% | -6,339.6% | +2,579.9% |
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