+161.8%
WAT vs IVZ
+64.1%
+97.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -2.9% | -2.4% | -0.5% | -2.1% |
| 30D | -3.2% | +2.5% | -5.7% | -4.0% |
| 3M | +10.6% | +17.1% | -6.5% | +4.5% |
| 6M | +34.0% | +35.1% | -1.1% | +20.9% |
| YTD | +5.7% | +24.3% | -18.6% | -2.4% |
| 1Y | +37.1% | +48.7% | -11.6% | +19.0% |
| 3Y | +52.4% | +135.6% | -83.2% | +11.4% |
| 5Y | -4.4% | +60.3% | -64.7% | -23.9% |
| All | +161.8% | +64.1% | +97.7% | +89.3% |
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