+322.1%
IVV vs WBD
+10.9%
+311.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.4% | -1.7% | +1.3% | -0.1% |
| 30D | -1.4% | +3.9% | -5.2% | -2.0% |
| 3M | +3.7% | +5.1% | -1.4% | +2.8% |
| 6M | +13.0% | +0.6% | +12.5% | +12.9% |
| YTD | +12.4% | -3.2% | +15.6% | +12.9% |
| 1Y | +18.6% | +127.7% | -109.0% | +2.5% |
| 3Y | +78.1% | +146.6% | -68.5% | +45.8% |
| 5Y | +82.3% | +4.2% | +78.1% | +65.7% |
| 10Y | +322.1% | +13.7% | +308.4% | +234.3% |
| All | +322.1% | +10.9% | +311.2% | +234.3% |
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