-5.3%
JHX vs WAT
+52.2%
-57.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | -4.9% | -2.9% | -2.0% | -3.8% |
| 30D | -9.3% | -3.2% | -6.1% | -8.2% |
| 3M | +28.1% | +10.6% | +17.5% | +23.5% |
| 6M | +35.2% | +34.0% | +1.2% | +21.7% |
| YTD | +35.9% | +5.7% | +30.1% | +31.5% |
| 1Y | +42.5% | +37.1% | +5.5% | +25.7% |
| All | -5.3% | +52.2% | -57.5% | -18.4% |
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 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