+535.9%
IQV vs WAT
+328.3%
+207.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.8% |
| 7D | +2.3% | -1.3% | +3.6% | +3.1% |
| 30D | +13.4% | +2.3% | +11.1% | +11.9% |
| 3M | +43.3% | +8.7% | +34.5% | +36.4% |
| 6M | +50.5% | +28.3% | +22.2% | +30.1% |
| YTD | +18.8% | +7.8% | +11.0% | +12.2% |
| 1Y | +45.5% | +36.6% | +8.9% | +19.6% |
| 3Y | +19.4% | +45.7% | -26.3% | -8.7% |
| 5Y | +1.7% | -3.3% | +5.0% | -3.3% |
| 10Y | +247.9% | +162.1% | +85.8% | +89.4% |
| All | +535.9% | +328.3% | +207.6% | +181.9% |
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 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