+370.3%
HPE vs WAT
+222.4%
+147.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | +7.9% | +0.6% | +7.3% | +7.6% |
| 30D | -23.5% | +5.4% | -28.9% | -24.9% |
| 3M | -19.1% | +11.3% | -30.4% | -22.5% |
| 6M | +51.4% | +37.4% | +14.0% | +32.6% |
| YTD | +103.4% | +21.2% | +82.3% | +84.9% |
| 1Y | +114.4% | +21.3% | +93.1% | +94.6% |
| 3Y | +224.7% | +83.4% | +141.3% | +130.3% |
| 5Y | +277.8% | +29.0% | +248.8% | +209.4% |
| All | +370.3% | +222.4% | +147.8% | +154.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling