+30.8%
WAT vs HAS
+50.4%
-19.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -1.1% | -0.2% | -1.0% | -1.0% |
| 30D | +5.0% | +31.0% | -26.1% | -4.6% |
| 3M | +14.5% | +30.7% | -16.2% | +4.1% |
| 6M | +30.9% | +23.9% | +7.0% | +20.5% |
| YTD | +20.5% | +48.3% | -27.8% | +2.7% |
| 1Y | +23.3% | +60.2% | -36.9% | +2.0% |
| 3Y | +81.5% | +189.2% | -107.7% | +17.8% |
| All | +30.8% | +50.4% | -19.6% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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