+75.4%
IVV vs WFC
+115.4%
-40.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | -2.7% | +1.2% | -3.9% | -3.0% |
| 30D | -5.4% | +5.2% | -10.6% | -6.7% |
| 3M | -4.1% | -3.0% | -1.0% | -3.4% |
| 6M | +0.7% | +6.2% | -5.5% | -1.3% |
| YTD | +8.7% | -7.9% | +16.6% | +10.6% |
| 1Y | +11.0% | +0.3% | +10.7% | +10.0% |
| 3Y | +75.4% | +117.7% | -42.3% | +41.6% |
| All | +75.4% | +115.4% | -40.0% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 3y: compounded portfolio wealth divided by compounded WFC 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…
3y analysis · Full analysis span regression · 6 months rolling