+49.0%
IVZ vs WWD
+442.6%
-393.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -6.0% | -2.0% | -4.6% |
| 7D | -6.7% | -2.6% | -4.1% | -5.3% |
| 30D | -10.9% | -7.7% | -3.1% | -6.9% |
| 3M | -14.8% | -17.7% | +2.9% | -5.1% |
| 6M | +2.4% | -15.9% | +18.3% | +11.3% |
| YTD | +5.4% | +1.8% | +3.7% | +0.3% |
| 1Y | +19.6% | +17.4% | +2.1% | +3.4% |
| 3Y | +122.4% | +137.1% | -14.7% | +19.1% |
| 5Y | +28.8% | +162.4% | -133.6% | -37.0% |
| All | +49.0% | +442.6% | -393.6% | -55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling