+23.9%
HPQ vs WAT
+53.4%
-29.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.8% |
| 7D | +1.3% | -1.8% | +3.0% | +1.7% |
| 30D | +8.7% | -1.7% | +10.4% | +9.1% |
| 3M | +31.5% | +9.1% | +22.4% | +28.2% |
| 6M | +76.0% | +32.4% | +43.6% | +62.1% |
| YTD | +49.5% | +6.6% | +43.0% | +45.7% |
| 1Y | +17.3% | +34.7% | -17.4% | +6.3% |
| All | +23.9% | +53.4% | -29.5% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling