-19.1%
IP vs WAT
+41.4%
-60.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | -5.3% | -1.3% | -4.0% | -4.9% |
| 30D | -10.9% | +2.3% | -13.2% | -11.4% |
| 3M | +11.2% | +8.7% | +2.4% | +8.5% |
| 6M | -10.2% | +28.3% | -38.5% | -15.9% |
| YTD | -2.0% | +7.8% | -9.8% | -5.1% |
| 1Y | -19.1% | +36.6% | -55.7% | -25.4% |
| All | -19.1% | +41.4% | -60.5% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling