+30.7%
IVZ vs WWD
+27.2%
+3.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.7% |
| 7D | +2.6% | +7.3% | -4.7% | +0.4% |
| 30D | -3.5% | -2.0% | -1.5% | -3.1% |
| 3M | -7.4% | -12.6% | +5.2% | -4.0% |
| 6M | +14.7% | -8.4% | +23.1% | +16.6% |
| YTD | +14.6% | +8.2% | +6.4% | +13.4% |
| 1Y | +30.7% | +26.5% | +4.2% | +24.6% |
| All | +30.7% | +27.2% | +3.5% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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