+51.7%
IVZ vs WSM
+14.1%
+37.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +1.1% | +2.6% | -1.5% | 0.0% |
| 30D | +3.1% | -9.5% | +12.6% | +7.6% |
| 3M | +18.2% | +12.9% | +5.3% | +11.0% |
| 6M | +38.6% | +23.0% | +15.6% | +24.3% |
| YTD | +25.9% | +28.9% | -3.0% | +12.4% |
| 1Y | +51.7% | +13.7% | +38.0% | +37.7% |
| All | +51.7% | +14.1% | +37.6% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling