+34.7%
WAT vs HRB
-9.2%
+43.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | -1.8% | -10.6% | +8.8% | -1.4% |
| 30D | -1.7% | -0.8% | -0.9% | -1.6% |
| 3M | +9.1% | +19.1% | -10.0% | +8.6% |
| 6M | +32.4% | +48.7% | -16.3% | +31.1% |
| YTD | +6.6% | +7.1% | -0.5% | +9.5% |
| 1Y | +34.7% | -8.3% | +43.0% | +44.8% |
| All | +34.7% | -9.2% | +43.9% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling