+1,395.9%
IBKR vs WAT
+566.8%
+829.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -3.8% | -2.9% | -0.9% | -2.7% |
| 30D | -0.3% | -3.2% | +2.9% | +1.0% |
| 3M | +4.8% | +10.6% | -5.8% | +0.4% |
| 6M | +30.8% | +34.0% | -3.3% | +15.2% |
| YTD | +39.5% | +5.7% | +33.7% | +34.0% |
| 1Y | +43.7% | +37.1% | +6.6% | +23.6% |
| 3Y | +284.7% | +52.4% | +232.3% | +195.7% |
| 5Y | +484.9% | -4.4% | +489.3% | +438.1% |
| 10Y | +980.8% | +165.8% | +815.1% | +476.4% |
| All | +1,395.9% | +566.8% | +829.1% | +336.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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