+161.8%
WAT vs HRB
+207.5%
-45.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -2.9% | -12.2% | +9.3% | -0.1% |
| 30D | -3.2% | -3.0% | -0.3% | -3.0% |
| 3M | +10.6% | +21.7% | -11.1% | +5.0% |
| 6M | +34.0% | +52.3% | -18.3% | +19.6% |
| YTD | +5.7% | +6.5% | -0.7% | +2.5% |
| 1Y | +37.1% | -6.7% | +43.7% | +36.9% |
| 3Y | +52.4% | +25.1% | +27.3% | +39.6% |
| 5Y | -4.4% | +113.8% | -118.2% | -25.0% |
| All | +161.8% | +207.5% | -45.7% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling