+78.8%
IVV vs WFC
+125.7%
-46.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.3% | +1.7% | +1.6% | +2.9% |
| 30D | -2.7% | +6.8% | -9.5% | -4.3% |
| 3M | -1.7% | -3.0% | +1.3% | -1.0% |
| 6M | +3.2% | +15.4% | -12.3% | -1.1% |
| YTD | +12.0% | -5.9% | +17.9% | +13.2% |
| 1Y | +12.1% | +1.7% | +10.5% | +10.7% |
| All | +78.8% | +125.7% | -46.9% | +44.4% |
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