-5.1%
WAT vs IVZ
+63.4%
-68.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.8% |
| 7D | -0.7% | +1.1% | -1.8% | -1.2% |
| 30D | -1.0% | +3.1% | -4.1% | -2.1% |
| 3M | +10.9% | +18.2% | -7.3% | +3.5% |
| 6M | +33.2% | +38.6% | -5.4% | +16.9% |
| YTD | +6.1% | +25.9% | -19.8% | -4.0% |
| 1Y | +30.2% | +51.7% | -21.4% | +9.2% |
| 3Y | +52.9% | +138.7% | -85.8% | +3.8% |
| 5Y | -5.1% | +62.8% | -67.9% | -31.4% |
| All | -5.1% | +63.4% | -68.5% | -31.4% |
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