+27.3%
WAT vs IBN
+4.2%
+23.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +0.5% |
| 7D | -1.9% | +8.9% | -10.9% | -4.5% |
| 30D | +6.2% | +12.6% | -6.4% | +2.0% |
| 3M | +18.1% | +3.1% | +15.0% | +17.2% |
| 6M | +54.9% | +20.6% | +34.3% | +43.1% |
| YTD | +23.1% | +5.8% | +17.3% | +20.0% |
| 1Y | +27.3% | +3.7% | +23.6% | +24.4% |
| All | +27.3% | +4.2% | +23.1% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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