+942.7%
IVZ vs WSM
+16,106.8%
-15,164.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.8% | -3.0% | +0.2% | -1.6% |
| 30D | -2.2% | +10.1% | -12.2% | -5.3% |
| 3M | -8.1% | +4.9% | -13.0% | -9.7% |
| 6M | +3.8% | +49.8% | -46.0% | -10.2% |
| YTD | +11.5% | +48.7% | -37.3% | -3.4% |
| 1Y | +23.7% | +38.7% | -15.0% | +9.8% |
| 3Y | +145.8% | +269.5% | -123.7% | +48.5% |
| 5Y | +36.1% | +179.0% | -142.9% | -13.0% |
| 10Y | +42.4% | +1,162.3% | -1,119.8% | -51.1% |
| All | +942.7% | +16,106.8% | -15,164.1% | +78.8% |
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