+313.7%
IVV vs WPM
+502.1%
-188.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.5% | +7.0% | -6.5% | -0.3% |
| 30D | -1.0% | +15.7% | -16.7% | -2.7% |
| 3M | +3.9% | +35.2% | -31.4% | +0.1% |
| 6M | +14.5% | +6.1% | +8.4% | +13.0% |
| YTD | +12.9% | +32.6% | -19.7% | +8.3% |
| 1Y | +19.4% | +46.9% | -27.5% | +13.0% |
| 3Y | +78.8% | +276.3% | -197.5% | +51.0% |
| 5Y | +82.2% | +260.0% | -177.8% | +52.6% |
| 10Y | +313.7% | +508.5% | -194.9% | +244.7% |
| All | +313.7% | +502.1% | -188.4% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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