+1,684.0%
WAT vs HDB
+4,142.9%
-2,458.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.6% |
| 7D | -1.1% | +13.3% | -14.5% | -4.2% |
| 30D | +5.0% | +13.6% | -8.6% | +1.5% |
| 3M | +14.5% | +5.8% | +8.7% | +12.4% |
| 6M | +30.9% | -1.9% | +32.8% | +30.6% |
| YTD | +20.5% | -31.2% | +51.7% | +31.0% |
| 1Y | +23.3% | -29.6% | +52.8% | +33.3% |
| 3Y | +81.5% | -10.1% | +91.6% | +81.9% |
| 5Y | +33.4% | -24.3% | +57.7% | +38.0% |
| 10Y | +231.5% | +59.3% | +172.2% | +174.3% |
| All | +1,684.0% | +4,142.9% | -2,458.9% | +690.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling