+853.4%
IVV vs WTW
+1,181.4%
-328.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.1% |
| 7D | +2.6% | +2.0% | +0.6% | +1.8% |
| 30D | -2.0% | +12.9% | -14.9% | -6.3% |
| 3M | -2.8% | +0.7% | -3.5% | -3.4% |
| 6M | +2.2% | +39.5% | -37.3% | -10.2% |
| YTD | +11.5% | +3.1% | +8.4% | +7.9% |
| 1Y | +13.5% | +4.8% | +8.7% | +9.1% |
| 3Y | +78.1% | +42.9% | +35.1% | +50.3% |
| 5Y | +73.1% | +55.3% | +17.8% | +40.2% |
| 10Y | +310.4% | +217.2% | +93.3% | +151.4% |
| All | +853.4% | +1,181.4% | -328.0% | +335.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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