+26.2%
IVZ vs WSM
+34.5%
-8.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +5.3% |
| 7D | +4.1% | +0.9% | +3.2% | +3.8% |
| 30D | -2.0% | +8.6% | -10.6% | -5.5% |
| 3M | -7.8% | +4.2% | -12.1% | -9.6% |
| 6M | +6.3% | +44.6% | -38.3% | -12.0% |
| YTD | +12.6% | +48.5% | -36.0% | -6.9% |
| All | +26.2% | +34.5% | -8.4% | +8.9% |
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