-2.8%
IP vs WAT
+26.7%
-29.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | 0.0% | +3.4% | -3.4% | -0.9% |
| 30D | +9.4% | +9.6% | -0.3% | +6.4% |
| 3M | -14.1% | +15.5% | -29.5% | -17.8% |
| 6M | +9.2% | +33.9% | -24.7% | 0.0% |
| YTD | -7.5% | +25.2% | -32.7% | -14.5% |
| 1Y | -2.8% | +26.3% | -29.1% | -10.9% |
| All | -2.8% | +26.7% | -29.5% | -10.9% |
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