+228.3%
WAT vs IVZ
+43.7%
+184.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.2% |
| 7D | +0.6% | +7.6% | -7.0% | -1.8% |
| 30D | +5.4% | +4.3% | +1.1% | +3.9% |
| 3M | +11.3% | -9.3% | +20.7% | +14.6% |
| 6M | +37.4% | +5.2% | +32.2% | +34.0% |
| YTD | +21.2% | +13.4% | +7.7% | +14.9% |
| 1Y | +21.3% | +25.4% | -4.0% | +11.3% |
| 3Y | +83.4% | +152.5% | -69.1% | +31.3% |
| 5Y | +29.0% | +36.7% | -7.7% | +7.9% |
| All | +228.3% | +43.7% | +184.7% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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