-5.1%
WAT vs HRB
+112.6%
-117.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -0.5% |
| 7D | -0.7% | -9.1% | +8.3% | +0.8% |
| 30D | -1.0% | +0.3% | -1.2% | -1.3% |
| 3M | +10.9% | +23.4% | -12.5% | +6.4% |
| 6M | +33.2% | +45.1% | -12.0% | +23.4% |
| YTD | +6.1% | +8.9% | -2.8% | +4.3% |
| 1Y | +30.2% | -7.9% | +38.1% | +32.9% |
| 3Y | +52.9% | +27.9% | +24.9% | +43.5% |
| 5Y | -5.1% | +108.3% | -113.5% | -17.8% |
| All | -5.1% | +112.6% | -117.7% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling