+778.0%
IVV vs WBD
+278.7%
+499.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | +1.7% | +1.0% | +0.7% | +1.5% |
| 30D | +10.3% | -0.4% | +10.7% | +10.4% |
| 3M | +7.1% | +1.7% | +5.4% | +6.7% |
| 6M | +7.4% | +19.6% | -12.2% | +2.8% |
| YTD | +6.4% | -5.6% | +12.0% | +7.8% |
| 1Y | +30.0% | +225.2% | -195.2% | -3.9% |
| 3Y | +82.8% | +111.2% | -28.4% | +40.3% |
| 5Y | +87.0% | -25.8% | +112.7% | +77.9% |
| 10Y | +318.0% | -1.9% | +319.9% | +218.5% |
| All | +778.0% | +278.7% | +499.3% | +277.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling