+776.1%
IVV vs WSM
+3,987.3%
-3,211.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.9% |
| 7D | +0.1% | -3.3% | +3.4% | +0.8% |
| 30D | +0.1% | -8.4% | +8.5% | +1.9% |
| 3M | +2.0% | +9.7% | -7.7% | -0.3% |
| 6M | +13.0% | +16.7% | -3.6% | +8.8% |
| YTD | +13.6% | +28.7% | -15.1% | +6.7% |
| 1Y | +20.1% | +13.7% | +6.4% | +15.6% |
| 3Y | +77.6% | +230.1% | -152.5% | +29.6% |
| 5Y | +82.5% | +179.0% | -96.5% | +33.6% |
| 10Y | +316.5% | +1,002.5% | -686.0% | +105.9% |
| All | +776.1% | +3,987.3% | -3,211.1% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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