+152.5%
IVZ vs WSM
+260.3%
-107.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.8% |
| 7D | +7.6% | 0.0% | +7.6% | +7.6% |
| 30D | +4.3% | +5.1% | -0.8% | +2.6% |
| 3M | -9.3% | +5.1% | -14.5% | -11.0% |
| 6M | +5.2% | +48.6% | -43.3% | -8.9% |
| YTD | +13.4% | +44.2% | -30.7% | -0.6% |
| 1Y | +25.4% | +38.1% | -12.7% | +11.4% |
| 3Y | +152.5% | +257.2% | -104.7% | +54.9% |
| All | +152.5% | +260.3% | -107.8% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling