+52.9%
WAT vs HIG
+99.1%
-46.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.0% |
| 7D | -0.7% | -1.1% | +0.4% | -0.4% |
| 30D | -1.0% | -4.9% | +3.9% | +0.6% |
| 3M | +10.9% | +6.8% | +4.1% | +8.1% |
| 6M | +33.2% | -1.7% | +34.9% | +33.6% |
| YTD | +6.1% | -0.2% | +6.3% | +5.9% |
| 1Y | +30.2% | +5.7% | +24.5% | +26.9% |
| 3Y | +52.9% | +100.3% | -47.4% | +30.5% |
| All | +52.9% | +99.1% | -46.2% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling