+735.8%
IVV vs WMB
+481.0%
+254.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.3% | +0.9% | -3.6% |
| 7D | -4.8% | -14.2% | +9.4% | -2.4% |
| 30D | -5.9% | -11.2% | +5.3% | -4.2% |
| 3M | -4.5% | -9.9% | +5.3% | -3.1% |
| 6M | +1.8% | -14.4% | +16.2% | +4.0% |
| YTD | +8.4% | +9.2% | -0.9% | +6.2% |
| 1Y | +9.4% | +15.1% | -5.7% | +6.3% |
| 3Y | +75.3% | +99.2% | -24.0% | +55.1% |
| 5Y | +67.8% | +180.2% | -112.5% | +40.1% |
| 10Y | +314.2% | +273.7% | +40.4% | +221.1% |
| All | +735.8% | +481.0% | +254.8% | +441.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling