+64.7%
IVZ vs WWD
+485.4%
-420.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.5% |
| 7D | +0.6% | +1.3% | -0.7% | -0.1% |
| 30D | +4.0% | -7.2% | +11.2% | +8.4% |
| 3M | +18.2% | -3.8% | +22.0% | +19.3% |
| 6M | +32.8% | -9.9% | +42.7% | +38.4% |
| YTD | +28.7% | +14.8% | +13.9% | +14.6% |
| 1Y | +55.4% | +42.1% | +13.3% | +19.9% |
| 3Y | +135.2% | +170.8% | -35.6% | +16.7% |
| 5Y | +64.2% | +197.5% | -133.3% | -25.3% |
| All | +64.7% | +485.4% | -420.8% | -52.4% |
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