+36.1%
WAT vs HBM
+217.3%
-181.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.0% | -4.8% | +2.7% |
| 7D | +6.0% | +5.0% | +1.0% | +5.2% |
| 30D | +9.9% | -12.7% | +22.6% | +12.1% |
| 3M | +17.2% | -17.4% | +34.6% | +20.3% |
| 6M | +34.2% | -8.9% | +43.1% | +34.1% |
| YTD | +25.5% | +14.9% | +10.6% | +19.0% |
| 1Y | +28.3% | +41.4% | -13.2% | +17.0% |
| 3Y | +88.4% | +462.1% | -373.8% | +29.2% |
| 5Y | +36.1% | +224.0% | -187.9% | -0.2% |
| All | +36.1% | +217.3% | -181.2% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling