+26.3%
WAT vs IBN
+16.2%
+10.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.6% |
| 7D | +3.4% | +15.8% | -12.4% | -0.8% |
| 30D | +9.6% | +25.1% | -15.4% | +2.3% |
| 3M | +15.5% | +16.0% | -0.5% | +10.8% |
| 6M | +33.9% | +32.8% | +1.1% | +20.7% |
| YTD | +25.2% | +18.0% | +7.2% | +18.3% |
| 1Y | +26.3% | +15.9% | +10.4% | +19.5% |
| All | +26.3% | +16.2% | +10.1% | +19.5% |
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