+231.4%
WAT vs HBM
+274.8%
-43.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +0.7% | -1.3% | +2.0% | +0.8% |
| 30D | +9.0% | -14.8% | +23.8% | +11.3% |
| 3M | +13.5% | -20.7% | +34.2% | +16.7% |
| 6M | +35.3% | -13.9% | +49.2% | +36.4% |
| YTD | +24.0% | +10.6% | +13.4% | +19.4% |
| 1Y | +22.0% | +32.4% | -10.4% | +14.3% |
| 3Y | +84.0% | +432.0% | -348.0% | +37.9% |
| 5Y | +34.4% | +205.5% | -171.1% | +4.6% |
| 10Y | +231.4% | +291.1% | -59.7% | +119.8% |
| All | +231.4% | +274.8% | -43.4% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling