+19.1%
IVZ vs WSM
+31.6%
-12.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +1.6% |
| 7D | +5.1% | -3.2% | +8.3% | +6.7% |
| 30D | -1.6% | +4.6% | -6.2% | -3.4% |
| 3M | -9.1% | +2.4% | -11.6% | -10.1% |
| 6M | +1.8% | +43.7% | -41.9% | -15.9% |
| YTD | +10.8% | +42.1% | -31.3% | -6.7% |
| 1Y | +19.1% | +32.3% | -13.1% | +3.6% |
| All | +19.1% | +31.6% | -12.5% | +3.6% |
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 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