+9,532.5%
WAT vs HIG
+1,002.1%
+8,530.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | +2.3% | -3.2% | +5.6% | +2.9% |
| 3M | +8.7% | +9.1% | -0.4% | +7.0% |
| 6M | +28.3% | -1.8% | +30.1% | +28.4% |
| YTD | +7.8% | +1.8% | +6.0% | +7.2% |
| 1Y | +36.6% | +4.6% | +32.0% | +35.2% |
| 3Y | +45.7% | +101.6% | -56.0% | +29.1% |
| 5Y | -3.3% | +124.5% | -127.8% | -16.0% |
| 10Y | +162.1% | +317.8% | -155.7% | +101.8% |
| All | +9,532.5% | +1,002.1% | +8,530.4% | +5,593.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling