+1,496.0%
WAT vs HDB
+3,812.1%
-2,316.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | +2.3% | -2.8% | +5.2% | +3.0% |
| 3M | +8.7% | -3.5% | +12.3% | +9.4% |
| 6M | +28.3% | -24.7% | +53.0% | +37.1% |
| YTD | +7.8% | -36.6% | +44.3% | +20.0% |
| 1Y | +36.6% | -34.4% | +71.0% | +50.6% |
| 3Y | +45.7% | -24.4% | +70.1% | +52.8% |
| 5Y | -3.3% | -35.4% | +32.0% | +4.3% |
| 10Y | +162.1% | +39.5% | +122.6% | +125.0% |
| All | +1,496.0% | +3,812.1% | -2,316.1% | +623.6% |
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 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