+307.4%
IVV vs WMB
+265.8%
+41.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | -0.6% | -6.9% | +6.3% | +1.4% |
| 30D | -3.7% | -7.2% | +3.5% | -1.8% |
| 3M | -2.7% | -5.4% | +2.7% | -1.6% |
| 6M | +2.2% | -4.9% | +7.1% | +2.8% |
| YTD | +10.9% | +14.7% | -3.8% | +4.8% |
| 1Y | +11.3% | +14.7% | -3.4% | +5.1% |
| 3Y | +76.9% | +116.4% | -39.5% | +34.5% |
| 5Y | +73.5% | +198.5% | -125.1% | +18.1% |
| 10Y | +307.4% | +266.3% | +41.1% | +141.9% |
| All | +307.4% | +265.8% | +41.6% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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