+21.3%
WAT vs HDB
-29.0%
+50.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +0.6% | +2.7% | -2.2% | +0.1% |
| 30D | +5.4% | +14.1% | -8.7% | +2.9% |
| 3M | +11.3% | +11.8% | -0.5% | +9.0% |
| 6M | +37.4% | +8.2% | +29.3% | +35.1% |
| YTD | +21.2% | -29.3% | +50.5% | +24.8% |
| 1Y | +21.3% | -28.8% | +50.1% | +24.6% |
| All | +21.3% | -29.0% | +50.4% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling