+167.9%
WAT vs IBN
+312.2%
-144.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | -1.8% | -5.1% | +3.3% | -0.4% |
| 30D | -1.7% | -3.5% | +1.8% | -0.8% |
| 3M | +9.1% | +11.3% | -2.2% | +5.9% |
| 6M | +32.4% | +4.4% | +28.0% | +30.7% |
| YTD | +6.6% | -1.8% | +8.4% | +6.8% |
| 1Y | +34.7% | -8.0% | +42.7% | +37.0% |
| 3Y | +53.6% | +27.1% | +26.5% | +42.4% |
| 5Y | -4.1% | +54.5% | -58.6% | -15.9% |
| 10Y | +167.9% | +314.2% | -146.4% | +85.1% |
| All | +167.9% | +312.2% | -144.3% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling