+1,917.1%
HON vs WAT
+12,225.3%
-10,308.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | +3.6% | +2.0% | +1.5% | +3.1% |
| 30D | +7.8% | +7.7% | +0.1% | +5.8% |
| 3M | -4.8% | +11.1% | -15.8% | -7.4% |
| 6M | -1.7% | +31.2% | -32.9% | -8.6% |
| YTD | +10.7% | +21.7% | -11.0% | +3.9% |
| 1Y | +7.8% | +19.3% | -11.6% | +1.6% |
| 3Y | +28.1% | +80.6% | -52.5% | +5.9% |
| 5Y | +12.2% | +29.5% | -17.4% | -0.5% |
| 10Y | +155.7% | +225.3% | -69.6% | +79.0% |
| All | +1,917.1% | +12,225.3% | -10,308.2% | +779.6% |
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