-27.2%
JHX vs WAT
-3.5%
-23.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.3% |
| 7D | -6.3% | -0.3% | -6.1% | -6.2% |
| 30D | -7.7% | -1.9% | -5.9% | -7.0% |
| 3M | +19.2% | +13.5% | +5.7% | +13.3% |
| 6M | +38.3% | +37.2% | +1.0% | +21.5% |
| YTD | +37.2% | +7.5% | +29.7% | +31.7% |
| 1Y | +42.3% | +35.0% | +7.3% | +24.0% |
| 3Y | -4.4% | +55.1% | -59.5% | -24.9% |
| All | -27.2% | -3.5% | -23.7% | -33.0% |
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