+738.6%
IVV vs WAB
+5,561.7%
-4,823.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.3% |
| 7D | -2.7% | +1.4% | -4.1% | -3.2% |
| 30D | -5.4% | +0.4% | -5.8% | -5.5% |
| 3M | -4.1% | -3.8% | -0.2% | -3.0% |
| 6M | +0.7% | +5.1% | -4.3% | -1.5% |
| YTD | +8.7% | +33.3% | -24.6% | -1.9% |
| 1Y | +11.0% | +39.8% | -28.8% | -1.5% |
| 3Y | +75.4% | +161.1% | -85.6% | +26.3% |
| 5Y | +68.3% | +209.5% | -141.1% | +13.8% |
| 10Y | +315.5% | +293.8% | +21.7% | +141.6% |
| All | +738.6% | +5,561.7% | -4,823.1% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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