+758.4%
IVV vs GWW
+4,916.8%
-4,158.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.1% |
| 7D | +0.1% | +5.3% | -5.2% | -2.1% |
| 30D | -3.3% | +12.4% | -15.7% | -8.0% |
| 3M | -2.4% | +13.7% | -16.1% | -7.7% |
| 6M | +2.6% | +18.0% | -15.4% | -4.8% |
| YTD | +11.3% | +44.6% | -33.3% | -5.8% |
| 1Y | +13.4% | +53.1% | -39.7% | -6.4% |
| 3Y | +80.3% | +90.2% | -9.9% | +33.6% |
| 5Y | +72.7% | +215.0% | -142.3% | +1.1% |
| 10Y | +309.6% | +658.9% | -349.3% | +52.3% |
| All | +758.4% | +4,916.8% | -4,158.4% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling