+10,726.6%
WAT vs HRB
+1,080.0%
+9,646.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.1% |
| 7D | -1.3% | -5.7% | +4.4% | +0.1% |
| 30D | +2.3% | +7.9% | -5.6% | +0.1% |
| 3M | +8.7% | +32.1% | -23.4% | +1.0% |
| 6M | +28.3% | +62.2% | -33.9% | +12.1% |
| YTD | +7.8% | +16.4% | -8.6% | +1.6% |
| 1Y | +36.6% | -0.3% | +36.9% | +33.4% |
| 3Y | +45.7% | +36.0% | +9.6% | +30.2% |
| 5Y | -3.3% | +125.2% | -128.5% | -25.4% |
| 10Y | +162.1% | +237.7% | -75.6% | +70.6% |
| All | +10,726.6% | +1,080.0% | +9,646.6% | +4,240.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling