+441.1%
HWM vs WAT
+46.1%
+395.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -2.1% | -1.3% | -0.8% | -1.9% |
| 30D | -11.0% | +2.3% | -13.3% | -11.5% |
| 3M | +4.0% | +8.7% | -4.7% | +2.2% |
| 6M | -0.2% | +28.3% | -28.5% | -5.6% |
| YTD | +26.7% | +7.8% | +18.9% | +23.7% |
| 1Y | +44.7% | +36.6% | +8.1% | +33.9% |
| All | +441.1% | +46.1% | +395.0% | +387.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling