+36.1%
WAT vs IVZ
+37.3%
-1.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.8% | -2.6% | +1.6% |
| 7D | +6.0% | +4.1% | +1.9% | +4.3% |
| 30D | +9.9% | -2.0% | +11.9% | +10.6% |
| 3M | +17.2% | -7.8% | +25.0% | +20.4% |
| 6M | +34.2% | +6.3% | +27.9% | +29.6% |
| YTD | +25.5% | +12.6% | +13.0% | +17.8% |
| 1Y | +28.3% | +27.6% | +0.6% | +14.3% |
| 3Y | +88.4% | +154.0% | -65.7% | +22.1% |
| 5Y | +36.1% | +37.3% | -1.2% | +7.9% |
| All | +36.1% | +37.3% | -1.2% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling