+41.1%
HPQ vs WAT
-5.3%
+46.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +3.5% | -2.9% | +6.4% | +4.5% |
| 30D | +13.7% | -3.2% | +16.9% | +14.8% |
| 3M | +33.9% | +10.6% | +23.3% | +28.9% |
| 6M | +80.9% | +34.0% | +46.9% | +61.6% |
| YTD | +52.6% | +5.7% | +46.8% | +47.6% |
| 1Y | +21.2% | +37.1% | -15.8% | +5.7% |
| 3Y | +26.9% | +52.4% | -25.5% | +1.3% |
| 5Y | +41.1% | -4.4% | +45.6% | +21.1% |
| All | +41.1% | -5.3% | +46.4% | +21.1% |
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 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