+309.6%
IVV vs WWD
+494.7%
-185.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.6% | +0.9% |
| 7D | +0.1% | +4.2% | -4.1% | -1.2% |
| 30D | -3.3% | -0.8% | -2.5% | -3.3% |
| 3M | -2.4% | -8.2% | +5.8% | -0.2% |
| 6M | +2.6% | -9.8% | +12.5% | +4.7% |
| YTD | +11.3% | +10.4% | +0.9% | +5.5% |
| 1Y | +13.4% | +25.5% | -12.0% | +2.8% |
| 3Y | +80.3% | +155.8% | -75.5% | +26.5% |
| 5Y | +72.7% | +187.3% | -114.6% | +14.1% |
| 10Y | +309.6% | +462.7% | -153.1% | +114.7% |
| All | +309.6% | +494.7% | -185.0% | +114.7% |
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