+4.4%
HWM vs WAT
+32.9%
-28.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.5% |
| 7D | +9.4% | -1.9% | +11.4% | +9.7% |
| 30D | -7.0% | +6.2% | -13.2% | -7.6% |
| 3M | -25.9% | +18.1% | -43.9% | -27.5% |
| 6M | -10.8% | +54.9% | -65.7% | -16.3% |
| YTD | +4.3% | +23.1% | -18.8% | -0.4% |
| 1Y | +4.4% | +27.3% | -22.9% | -2.1% |
| All | +4.4% | +32.9% | -28.6% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling