+44.6%
IVZ vs WWD
+460.9%
-416.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | +2.2% | +0.4% | +1.7% | +2.0% |
| 30D | -2.2% | -0.4% | -1.8% | -2.1% |
| 3M | -8.4% | -6.1% | -2.3% | -5.5% |
| 6M | +6.2% | -9.5% | +15.7% | +10.6% |
| YTD | +12.4% | +10.8% | +1.6% | +1.9% |
| 1Y | +26.0% | +23.5% | +2.5% | +6.0% |
| 3Y | +147.9% | +151.3% | -3.4% | +28.9% |
| 5Y | +38.8% | +187.8% | -149.0% | -35.5% |
| 10Y | +44.6% | +461.1% | -416.5% | -54.8% |
| All | +44.6% | +460.9% | -416.4% | -54.8% |
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