-3.6%
WAT vs IBN
+60.8%
-64.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -1.3% | +1.4% | -2.7% | -1.8% |
| 30D | +2.3% | -0.3% | +2.7% | +2.4% |
| 3M | +8.7% | +17.1% | -8.4% | +2.6% |
| 6M | +28.3% | +3.4% | +24.9% | +26.4% |
| YTD | +7.8% | +2.5% | +5.3% | +6.4% |
| 1Y | +36.6% | -4.2% | +40.8% | +37.6% |
| 3Y | +45.7% | +32.4% | +13.3% | +27.4% |
| All | -3.6% | +60.8% | -64.4% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling