+29.3%
HWM vs WAT
+32.5%
-3.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.6% | -9.1% | -10.5% |
| 7D | -9.2% | -0.7% | -8.4% | -9.0% |
| 30D | -17.9% | -1.0% | -16.9% | -17.8% |
| 3M | -6.0% | +10.9% | -16.9% | -7.4% |
| 6M | -7.4% | +33.2% | -40.5% | -11.0% |
| YTD | +13.1% | +6.1% | +7.0% | +10.5% |
| 1Y | +29.3% | +30.2% | -0.9% | +25.4% |
| All | +29.3% | +32.5% | -3.2% | +25.4% |
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 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