+871.1%
IVV vs WTW
+1,174.9%
-303.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.3% |
| 7D | +0.1% | -2.6% | +2.7% | +1.1% |
| 30D | +0.1% | -1.0% | +1.1% | +0.3% |
| 3M | +2.0% | +29.9% | -27.9% | -7.7% |
| 6M | +13.0% | +10.7% | +2.3% | +7.7% |
| YTD | +13.6% | +2.6% | +11.0% | +10.5% |
| 1Y | +20.1% | +2.8% | +17.3% | +16.4% |
| 3Y | +77.6% | +67.3% | +10.3% | +41.1% |
| 5Y | +82.5% | +56.6% | +25.8% | +47.5% |
| 10Y | +316.5% | +204.1% | +112.5% | +159.3% |
| All | +871.1% | +1,174.9% | -303.8% | +345.6% |
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