+42.4%
IVZ vs WWD
+468.3%
-425.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -1.6% |
| 7D | -2.8% | +3.7% | -6.5% | -4.7% |
| 30D | -2.2% | +1.8% | -4.0% | -3.3% |
| 3M | -8.1% | -5.0% | -3.1% | -5.8% |
| 6M | +3.8% | -8.4% | +12.2% | +7.4% |
| YTD | +11.5% | +12.3% | -0.8% | +0.2% |
| 1Y | +23.7% | +26.2% | -2.5% | +2.7% |
| 3Y | +145.8% | +154.6% | -8.8% | +26.8% |
| 5Y | +36.1% | +195.3% | -159.1% | -37.7% |
| 10Y | +42.4% | +466.3% | -423.8% | -55.8% |
| All | +42.4% | +468.3% | -425.9% | -55.8% |
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