+342.1%
HWM vs WAT
+82.3%
+259.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +7.3% | +0.6% | +6.7% | +7.2% |
| 30D | +1.6% | +5.4% | -3.8% | +0.6% |
| 3M | -21.9% | +11.3% | -33.2% | -23.5% |
| 6M | -19.0% | +37.4% | -56.5% | -24.2% |
| YTD | +7.9% | +21.2% | -13.2% | +3.0% |
| 1Y | +9.9% | +21.3% | -11.4% | +4.8% |
| 3Y | +342.1% | +83.4% | +258.8% | +280.9% |
| All | +342.1% | +82.3% | +259.8% | +280.9% |
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