+64.6%
IVZ vs WSM
+1,013.9%
-949.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.3% |
| 7D | +0.6% | -3.3% | +3.9% | +1.8% |
| 30D | +4.0% | -8.4% | +12.4% | +7.3% |
| 3M | +18.2% | +9.7% | +8.5% | +13.9% |
| 6M | +32.8% | +16.7% | +16.1% | +24.8% |
| YTD | +28.7% | +28.7% | +0.1% | +16.9% |
| 1Y | +55.4% | +13.7% | +41.7% | +46.9% |
| 3Y | +135.2% | +230.1% | -94.9% | +43.5% |
| 5Y | +64.2% | +179.0% | -114.8% | +1.7% |
| All | +64.6% | +1,013.9% | -949.3% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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