+179.3%
IJH vs WAT
+170.9%
+8.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -4.6% | -1.9% | -2.8% | -4.0% |
| 3M | -1.2% | +13.5% | -14.7% | -6.1% |
| 6M | +9.4% | +37.2% | -27.8% | -4.3% |
| YTD | +13.3% | +7.5% | +5.8% | +8.2% |
| 1Y | +13.4% | +35.0% | -21.6% | -1.6% |
| 3Y | +50.4% | +55.1% | -4.6% | +16.8% |
| 5Y | +49.0% | -2.8% | +51.8% | +39.5% |
| All | +179.3% | +170.9% | +8.3% | +65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling