+37.0%
IVZ vs WSM
+163.9%
-127.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.4% |
| 3M | -9.3% | +5.1% | -14.5% | -11.1% |
| 6M | +5.2% | +48.6% | -43.3% | -10.1% |
| YTD | +13.4% | +44.2% | -30.7% | -2.0% |
| 1Y | +25.4% | +38.1% | -12.7% | +10.0% |
| 3Y | +152.5% | +257.2% | -104.7% | +43.7% |
| All | +37.0% | +163.9% | -127.0% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling