+537.4%
HWM vs WAT
+32.4%
+505.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.7% |
| 3M | -28.9% | +14.5% | -43.4% | -31.5% |
| 6M | -19.6% | +30.9% | -50.5% | -25.5% |
| YTD | +0.6% | +20.5% | -19.9% | -5.5% |
| 1Y | +0.3% | +23.3% | -23.0% | -6.4% |
| 3Y | +326.1% | +81.5% | +244.7% | +234.1% |
| All | +537.4% | +32.4% | +505.0% | +430.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling