+156.1%
HPQ vs WAT
+222.4%
-66.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +3.2% | +0.6% | +2.6% | +2.8% |
| 30D | -3.6% | +5.4% | -9.0% | -5.7% |
| 3M | -5.3% | +11.3% | -16.6% | -9.7% |
| 6M | +41.1% | +37.4% | +3.7% | +22.8% |
| YTD | +36.9% | +21.2% | +15.7% | +23.7% |
| 1Y | +23.5% | +21.3% | +2.2% | +11.5% |
| 3Y | +19.6% | +83.4% | -63.8% | -15.3% |
| 5Y | +11.4% | +29.0% | -17.6% | -8.4% |
| All | +156.1% | +222.4% | -66.4% | +51.2% |
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