+326.1%
HWM vs WAT
+74.7%
+251.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.3% |
| 7D | +3.4% | -1.1% | +4.5% | +3.6% |
| 30D | -7.5% | +5.0% | -12.5% | -8.4% |
| 3M | -28.9% | +14.5% | -43.4% | -30.8% |
| 6M | -19.6% | +30.9% | -50.5% | -24.0% |
| YTD | +0.6% | +20.5% | -19.9% | -3.9% |
| 1Y | +0.3% | +23.3% | -23.0% | -4.6% |
| 3Y | +326.1% | +81.5% | +244.7% | +281.2% |
| All | +326.1% | +74.7% | +251.4% | +281.2% |
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