+313.7%
IVV vs WWD
+476.2%
-162.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | 0.0% |
| 7D | +0.5% | +0.8% | -0.3% | +0.2% |
| 30D | -1.0% | -6.4% | +5.5% | +0.9% |
| 3M | +3.9% | -5.6% | +9.5% | +4.9% |
| 6M | +14.5% | -9.1% | +23.6% | +16.4% |
| YTD | +12.9% | +12.5% | +0.4% | +6.7% |
| 1Y | +19.4% | +41.3% | -22.0% | +4.1% |
| 3Y | +78.8% | +170.2% | -91.4% | +23.5% |
| 5Y | +82.2% | +192.5% | -110.3% | +19.8% |
| 10Y | +313.7% | +476.9% | -163.2% | +110.0% |
| All | +313.7% | +476.2% | -162.6% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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