+20.4%
HON vs WAT
+52.7%
-32.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | -15.2% | -1.0% | -14.2% | -15.0% |
| 3M | -6.0% | +10.9% | -16.9% | -8.1% |
| 6M | -14.9% | +33.2% | -48.1% | -20.2% |
| YTD | +3.2% | +6.1% | -2.9% | +1.0% |
| 1Y | 0.0% | +30.2% | -30.2% | -6.8% |
| All | +20.4% | +52.7% | -32.3% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling