+87.6%
WAT vs HIG
+95.7%
-8.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | +0.7% | -0.7% | +1.4% | +0.9% |
| 30D | +9.0% | +5.4% | +3.6% | +7.1% |
| 3M | +13.5% | -0.9% | +14.4% | +13.7% |
| 6M | +35.3% | +4.8% | +30.5% | +32.4% |
| YTD | +24.0% | +0.9% | +23.1% | +23.2% |
| 1Y | +22.0% | +6.5% | +15.5% | +18.5% |
| All | +87.6% | +95.7% | -8.0% | +49.9% |
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