+267.3%
IVV vs WBD
-13.0%
+280.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +1.1% | +2.0% | -0.9% | +0.8% |
| 30D | +4.6% | +34.8% | -30.2% | -0.4% |
| 3M | +7.7% | +113.8% | -106.1% | -6.0% |
| 6M | +21.8% | +154.1% | -132.4% | +2.8% |
| YTD | +17.6% | +118.1% | -100.4% | +1.0% |
| 1Y | +15.5% | +147.1% | -131.5% | -3.1% |
| 3Y | +79.0% | +94.7% | -15.7% | +49.8% |
| 5Y | +106.1% | +2.7% | +103.3% | +69.6% |
| All | +267.3% | -13.0% | +280.3% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling