+3.1%
HON vs WAT
-4.9%
+8.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -0.6% | -1.8% | +1.2% | -0.1% |
| 30D | -15.4% | -1.7% | -13.7% | -15.1% |
| 3M | -9.1% | +9.1% | -18.2% | -11.2% |
| 6M | -17.1% | +32.4% | -49.5% | -23.1% |
| YTD | +1.5% | +6.6% | -5.1% | -1.1% |
| 1Y | -1.3% | +34.7% | -36.0% | -10.0% |
| 3Y | +19.5% | +53.6% | -34.0% | +1.7% |
| 5Y | +3.1% | -4.1% | +7.1% | -4.9% |
| All | +3.1% | -4.9% | +8.0% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling