+79.4%
IVV vs WAT
+86.6%
-7.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -0.9% | +0.7% | -1.6% | -1.0% |
| 30D | -2.3% | +9.0% | -11.3% | -3.8% |
| 3M | -1.2% | +13.5% | -14.6% | -3.4% |
| 6M | +3.3% | +35.3% | -32.0% | -2.4% |
| YTD | +12.3% | +24.0% | -11.6% | +7.2% |
| 1Y | +12.5% | +22.0% | -9.4% | +7.7% |
| All | +79.4% | +86.6% | -7.2% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling