+611.7%
HPQ vs WAT
+12,173.3%
-11,561.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +3.2% | +0.6% | +2.6% | +2.9% |
| 30D | -3.6% | +5.4% | -9.0% | -5.1% |
| 3M | -5.3% | +11.3% | -16.6% | -8.4% |
| 6M | +41.1% | +37.4% | +3.7% | +28.1% |
| YTD | +36.9% | +21.2% | +15.7% | +27.5% |
| 1Y | +23.5% | +21.3% | +2.2% | +15.0% |
| 3Y | +19.6% | +83.4% | -63.8% | -3.6% |
| 5Y | +11.4% | +29.0% | -17.6% | -1.6% |
| 10Y | +160.6% | +223.9% | -63.3% | +77.0% |
| All | +611.7% | +12,173.3% | -11,561.6% | +153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling