+300.2%
IVV vs WU
-36.2%
+336.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.9% |
| 7D | -2.7% | +11.7% | -14.4% | -6.1% |
| 30D | -5.4% | +12.6% | -18.0% | -9.0% |
| 3M | -4.1% | -0.5% | -3.6% | -4.4% |
| 6M | +0.7% | -18.2% | +18.9% | +5.4% |
| YTD | +8.7% | -19.0% | +27.7% | +13.5% |
| 1Y | +11.0% | -16.7% | +27.7% | +14.5% |
| 3Y | +75.4% | -21.0% | +96.4% | +79.6% |
| 5Y | +68.3% | -41.7% | +110.0% | +89.2% |
| All | +300.2% | -36.2% | +336.5% | +317.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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