+72.7%
IVV vs GWW
+220.1%
-147.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.1% |
| 7D | +0.1% | +5.3% | -5.2% | -1.7% |
| 30D | -3.3% | +12.4% | -15.7% | -7.3% |
| 3M | -2.4% | +13.7% | -16.1% | -6.9% |
| 6M | +2.6% | +18.0% | -15.4% | -3.9% |
| YTD | +11.3% | +44.6% | -33.3% | -4.2% |
| 1Y | +13.4% | +53.1% | -39.7% | -4.6% |
| 3Y | +80.3% | +90.2% | -9.9% | +36.3% |
| 5Y | +72.7% | +215.0% | -142.3% | -1.3% |
| All | +72.7% | +220.1% | -147.3% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling