+50.5%
IVZ vs WWD
+494.7%
-444.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.9% | +1.8% | +3.9% |
| 7D | +4.1% | +4.2% | -0.1% | +1.7% |
| 30D | -2.0% | -0.8% | -1.3% | -1.7% |
| 3M | -7.8% | -8.2% | +0.3% | -3.6% |
| 6M | +6.3% | -9.8% | +16.2% | +11.0% |
| YTD | +12.6% | +10.4% | +2.1% | +2.2% |
| 1Y | +27.6% | +25.5% | +2.2% | +6.3% |
| 3Y | +154.0% | +155.8% | -1.8% | +30.5% |
| 5Y | +37.3% | +187.3% | -150.0% | -36.1% |
| 10Y | +50.5% | +462.7% | -412.2% | -52.9% |
| All | +50.5% | +494.7% | -444.1% | -52.9% |
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