+360.7%
IVV vs W
+214.9%
+145.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.2% | +3.8% | -3.5% |
| 7D | -4.8% | -5.6% | +0.9% | -4.2% |
| 30D | -5.9% | +7.5% | -13.4% | -6.8% |
| 3M | -4.5% | +5.4% | -9.9% | -5.4% |
| 6M | +1.8% | +79.4% | -77.6% | -6.0% |
| YTD | +8.4% | +12.9% | -4.5% | +4.7% |
| 1Y | +9.4% | +12.4% | -3.0% | +5.4% |
| 3Y | +75.3% | +128.5% | -53.2% | +47.9% |
| 5Y | +67.8% | -54.0% | +121.7% | +53.6% |
| 10Y | +314.2% | +248.8% | +65.4% | +183.1% |
| All | +360.7% | +214.9% | +145.8% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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