-11.0%
IP vs WAT
+6.8%
-17.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.8% |
| 7D | -5.3% | -1.3% | -4.0% | -4.5% |
| 30D | -10.9% | +2.3% | -13.2% | -12.4% |
| All | -11.0% | +6.8% | -17.8% | -13.2% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling