-4.1%
WAT vs HIG
+117.6%
-121.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -1.8% | -0.5% | -1.3% | -1.6% |
| 30D | -1.7% | -2.8% | +1.1% | -0.7% |
| 3M | +9.1% | +6.3% | +2.7% | +6.0% |
| 6M | +32.4% | -0.1% | +32.5% | +31.7% |
| YTD | +6.6% | +0.4% | +6.1% | +5.8% |
| 1Y | +34.7% | +6.2% | +28.5% | +30.3% |
| 3Y | +53.6% | +101.6% | -48.0% | +10.7% |
| 5Y | -4.1% | +119.8% | -123.9% | -34.6% |
| All | -4.1% | +117.6% | -121.7% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling