+147.9%
IVZ vs WWD
+155.8%
-8.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 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% | -6.4% |
| 6M | +6.2% | -9.5% | +15.7% | +9.3% |
| YTD | +12.4% | +10.8% | +1.6% | +5.3% |
| 1Y | +26.0% | +23.5% | +2.5% | +12.0% |
| 3Y | +147.9% | +151.3% | -3.4% | +63.0% |
| All | +147.9% | +155.8% | -8.0% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling