+763.7%
IVV vs WAB
+5,899.5%
-5,135.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +3.3% | +7.9% | -4.6% | +0.8% |
| 30D | -2.7% | +4.9% | -7.5% | -4.2% |
| 3M | -1.7% | +1.8% | -3.5% | -2.4% |
| 6M | +3.2% | +12.0% | -8.8% | -1.2% |
| YTD | +12.0% | +41.3% | -29.3% | -0.8% |
| 1Y | +12.1% | +43.8% | -31.7% | -1.4% |
| 3Y | +78.6% | +171.1% | -92.4% | +27.0% |
| 5Y | +73.8% | +217.7% | -143.9% | +16.5% |
| 10Y | +312.1% | +272.3% | +39.8% | +143.7% |
| All | +763.7% | +5,899.5% | -5,135.8% | +125.1% |
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