+307.4%
IVV vs GWW
+663.6%
-356.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | -0.6% | +5.5% | -6.1% | -2.5% |
| 30D | -3.7% | +14.4% | -18.1% | -8.2% |
| 3M | -2.7% | +13.7% | -16.4% | -7.2% |
| 6M | +2.2% | +20.1% | -17.8% | -4.7% |
| YTD | +10.9% | +47.1% | -36.2% | -4.5% |
| 1Y | +11.3% | +56.2% | -44.9% | -6.3% |
| 3Y | +76.9% | +90.5% | -13.6% | +36.8% |
| 5Y | +73.5% | +221.2% | -147.8% | +8.9% |
| 10Y | +307.4% | +648.4% | -341.0% | +102.3% |
| All | +307.4% | +663.6% | -356.2% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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