+362.8%
HPE vs WAT
-4.9%
+367.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.7% | +5.0% |
| 7D | +13.6% | -1.8% | +15.4% | +14.3% |
| 30D | +7.7% | -1.7% | +9.4% | +8.2% |
| 3M | +22.4% | +9.1% | +13.3% | +18.8% |
| 6M | +172.6% | +32.4% | +140.2% | +147.3% |
| YTD | +147.5% | +6.6% | +140.9% | +139.5% |
| 1Y | +151.8% | +34.7% | +117.1% | +123.8% |
| 3Y | +267.1% | +53.6% | +213.5% | +200.3% |
| 5Y | +362.8% | -4.1% | +366.8% | +269.9% |
| All | +362.8% | -4.9% | +367.7% | +269.9% |
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