+700.6%
IYR vs WAT
+599.8%
+100.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.2% | -1.3% | 0.0% | -0.9% |
| 30D | -2.9% | +2.3% | -5.2% | -3.5% |
| 3M | +0.8% | +8.7% | -7.9% | -1.5% |
| 6M | +1.9% | +28.3% | -26.5% | -5.1% |
| YTD | +9.6% | +7.8% | +1.8% | +6.1% |
| 1Y | +8.1% | +36.6% | -28.5% | -1.7% |
| 3Y | +29.2% | +45.7% | -16.5% | +12.8% |
| 5Y | +4.3% | -3.3% | +7.6% | -0.5% |
| 10Y | +64.7% | +162.1% | -97.4% | +20.9% |
| All | +700.6% | +599.8% | +100.8% | +339.6% |
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