+114.4%
HPE vs WAT
+20.2%
+94.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | +7.9% | +0.6% | +7.3% | +7.7% |
| 30D | -23.5% | +5.4% | -28.9% | -24.3% |
| 3M | -19.1% | +11.3% | -30.4% | -21.2% |
| 6M | +51.4% | +37.4% | +14.0% | +40.0% |
| YTD | +103.4% | +21.2% | +82.3% | +90.0% |
| 1Y | +114.4% | +21.3% | +93.1% | +99.8% |
| All | +114.4% | +20.2% | +94.2% | +99.8% |
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