+35.7%
WAT vs HAS
+51.6%
-15.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.5% |
| 7D | +3.4% | +3.3% | +0.1% | +2.3% |
| 30D | +9.6% | +30.5% | -20.9% | -0.2% |
| 3M | +15.5% | +29.9% | -14.4% | +5.2% |
| 6M | +33.9% | +26.5% | +7.4% | +22.4% |
| YTD | +25.2% | +51.9% | -26.7% | +5.9% |
| 1Y | +26.3% | +60.9% | -34.6% | +4.4% |
| 3Y | +85.8% | +215.0% | -129.2% | +17.1% |
| All | +35.7% | +51.6% | -15.9% | +15.1% |
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