+886.2%
IVZ vs WWD
+17,572.8%
-16,686.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -1.7% |
| 7D | -2.4% | +4.2% | -6.6% | -4.4% |
| 30D | -11.2% | -2.1% | -9.1% | -10.5% |
| 3M | -14.0% | -13.2% | -0.8% | -8.2% |
| 6M | +0.5% | -16.9% | +17.3% | +8.5% |
| YTD | +5.4% | +5.2% | +0.2% | +0.1% |
| 1Y | +19.5% | +20.6% | -1.1% | +5.4% |
| 3Y | +128.7% | +146.3% | -17.6% | +38.5% |
| 5Y | +28.8% | +171.3% | -142.6% | -26.4% |
| 10Y | +52.3% | +471.3% | -419.0% | -40.7% |
| All | +886.2% | +17,572.8% | -16,686.6% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling