+41.5%
IVZ vs WWD
+439.4%
-397.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.7% |
| 7D | +7.6% | +4.0% | +3.7% | +5.3% |
| 30D | +4.3% | +0.4% | +3.9% | +3.9% |
| 3M | -9.3% | -7.9% | -1.4% | -5.3% |
| 6M | +5.2% | -10.6% | +15.9% | +10.5% |
| YTD | +13.4% | +9.4% | +4.1% | +3.5% |
| 1Y | +25.4% | +25.7% | -0.4% | +4.3% |
| 3Y | +152.5% | +148.5% | +4.0% | +32.1% |
| 5Y | +36.7% | +189.5% | -152.8% | -36.7% |
| All | +41.5% | +439.4% | -397.9% | -54.4% |
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