-1.5%
HON vs WAT
+34.9%
-36.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.2% |
| 7D | -2.6% | -2.9% | +0.3% | -2.2% |
| 30D | -11.9% | -3.2% | -8.7% | -11.4% |
| 3M | -6.1% | +10.6% | -16.7% | -7.7% |
| 6M | -19.2% | +34.0% | -53.2% | -22.5% |
| YTD | +0.2% | +5.7% | -5.6% | -1.9% |
| 1Y | -1.5% | +37.1% | -38.6% | -7.0% |
| All | -1.5% | +34.9% | -36.4% | -7.0% |
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