+738.6%
IVV vs WAT
+848.4%
-109.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -2.7% | -1.1% | -1.6% | -2.4% |
| 30D | -5.4% | +5.0% | -10.3% | -6.6% |
| 3M | -4.1% | +14.5% | -18.5% | -7.7% |
| 6M | +0.7% | +30.9% | -30.2% | -6.9% |
| YTD | +8.7% | +20.5% | -11.7% | +1.8% |
| 1Y | +11.0% | +23.3% | -12.3% | +3.1% |
| 3Y | +75.4% | +81.5% | -6.1% | +41.7% |
| 5Y | +68.3% | +33.4% | +34.9% | +46.2% |
| 10Y | +315.5% | +231.5% | +84.0% | +176.8% |
| All | +738.6% | +848.4% | -109.8% | +263.1% |
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