+1,104.4%
IVZ vs WSM
+13,920.5%
-12,816.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.4% |
| 7D | +0.6% | -3.3% | +3.9% | +1.8% |
| 30D | +4.0% | -8.4% | +12.4% | +7.1% |
| 3M | +18.2% | +9.7% | +8.5% | +14.1% |
| 6M | +32.8% | +16.7% | +16.1% | +25.2% |
| YTD | +28.7% | +28.7% | +0.1% | +17.4% |
| 1Y | +55.4% | +13.7% | +41.7% | +47.4% |
| 3Y | +135.2% | +230.1% | -94.9% | +47.0% |
| 5Y | +64.2% | +179.0% | -114.8% | +4.7% |
| 10Y | +64.6% | +1,002.5% | -937.9% | -40.8% |
| All | +1,104.4% | +13,920.5% | -12,816.2% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling