+1,055.9%
IJH vs WAT
+816.1%
+239.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.2% |
| 7D | -0.7% | -1.8% | +1.1% | -0.2% |
| 30D | -3.8% | -1.7% | -2.2% | -3.4% |
| 3M | 0.0% | +9.1% | -9.0% | -2.9% |
| 6M | +8.8% | +32.4% | -23.7% | -1.5% |
| YTD | +13.5% | +6.6% | +6.9% | +9.5% |
| 1Y | +15.4% | +34.7% | -19.3% | +3.0% |
| 3Y | +50.9% | +53.6% | -2.7% | +25.3% |
| 5Y | +47.8% | -4.1% | +51.9% | +40.4% |
| 10Y | +183.1% | +167.9% | +15.2% | +91.7% |
| All | +1,055.9% | +816.1% | +239.7% | +372.6% |
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 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