+738.6%
IVV vs WSM
+4,479.8%
-3,741.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.7% |
| 7D | -2.7% | +0.5% | -3.2% | -2.8% |
| 30D | -5.4% | +6.0% | -11.3% | -6.7% |
| 3M | -4.1% | +3.2% | -7.3% | -4.9% |
| 6M | +0.7% | +37.1% | -36.4% | -6.5% |
| YTD | +8.7% | +44.2% | -35.5% | -0.5% |
| 1Y | +11.0% | +34.2% | -23.2% | +3.0% |
| 3Y | +75.4% | +249.3% | -173.8% | +26.6% |
| 5Y | +68.3% | +169.3% | -100.9% | +24.3% |
| 10Y | +315.5% | +1,241.2% | -925.7% | +96.6% |
| All | +738.6% | +4,479.8% | -3,741.2% | +145.0% |
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