+84.2%
WAT vs IBN
+56.7%
+27.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | +2.0% | +5.7% | -3.7% | +0.7% |
| 30D | +7.7% | +20.5% | -12.8% | +2.7% |
| 3M | +11.1% | +15.2% | -4.2% | +7.1% |
| 6M | +31.2% | +34.5% | -3.3% | +21.1% |
| YTD | +21.7% | +16.4% | +5.3% | +16.5% |
| 1Y | +19.3% | +13.5% | +5.8% | +14.8% |
| All | +84.2% | +56.7% | +27.4% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling