+2.4%
IVZ vs WWD
-14.7%
+17.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -6.0% | -2.0% | -5.8% |
| 7D | -6.7% | -2.6% | -4.1% | -5.6% |
| 30D | -10.9% | -7.7% | -3.1% | -8.3% |
| 3M | -14.8% | -17.7% | +2.9% | -9.4% |
| 6M | +2.4% | -15.9% | +18.3% | +5.6% |
| All | +2.4% | -14.7% | +17.1% | +5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling