+774.4%
IVV vs WM
+2,299.2%
-1,524.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.9% |
| 7D | -0.7% | +5.9% | -6.6% | -3.3% |
| 30D | -1.0% | +15.4% | -16.4% | -7.5% |
| 3M | -0.3% | +6.3% | -6.7% | -3.4% |
| 6M | +7.4% | +5.6% | +1.8% | +3.6% |
| YTD | +13.4% | +9.9% | +3.4% | +6.9% |
| 1Y | +14.8% | +20.8% | -6.0% | +3.5% |
| 3Y | +83.3% | +48.5% | +34.8% | +47.3% |
| 5Y | +76.1% | +60.6% | +15.6% | +34.9% |
| 10Y | +333.3% | +349.8% | -16.5% | +104.9% |
| All | +774.4% | +2,299.2% | -1,524.8% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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