+683.6%
HPQ vs WAT
+10,816.8%
-10,133.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | +6.9% | -1.3% | +8.2% | +7.3% |
| 30D | +14.4% | +2.3% | +12.1% | +13.6% |
| 3M | +25.6% | +8.7% | +16.9% | +22.3% |
| 6M | +75.0% | +28.3% | +46.7% | +61.2% |
| YTD | +50.7% | +7.8% | +42.9% | +45.4% |
| 1Y | +18.7% | +36.6% | -17.9% | +6.4% |
| 3Y | +21.5% | +45.7% | -24.2% | +4.5% |
| 5Y | +31.6% | -3.3% | +34.9% | +26.1% |
| 10Y | +216.1% | +162.1% | +53.9% | +127.4% |
| All | +683.6% | +10,816.8% | -10,133.2% | +189.1% |
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 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