+312.0%
IVV vs WU
-39.7%
+351.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +3.3% | -5.3% | +8.6% | +4.9% |
| 30D | -2.7% | +9.0% | -11.7% | -5.5% |
| 3M | -1.7% | -3.6% | +1.9% | -1.2% |
| 6M | +3.2% | -19.4% | +22.6% | +8.3% |
| YTD | +12.0% | -21.7% | +33.7% | +18.0% |
| 1Y | +12.1% | -16.1% | +28.2% | +15.2% |
| 3Y | +78.6% | -24.1% | +102.7% | +85.0% |
| 5Y | +73.8% | -44.1% | +118.0% | +98.2% |
| All | +312.0% | -39.7% | +351.8% | +336.5% |
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