+288.2%
WAB vs IVZ
+64.1%
+224.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.2% | -2.4% | +2.2% | +0.8% |
| 30D | -5.9% | +2.5% | -8.4% | -6.9% |
| 3M | +9.4% | +17.1% | -7.7% | +1.5% |
| 6M | +13.8% | +35.1% | -21.3% | -1.2% |
| YTD | +31.8% | +24.3% | +7.4% | +17.9% |
| 1Y | +48.5% | +48.7% | -0.1% | +22.4% |
| 3Y | +167.0% | +135.6% | +31.3% | +71.1% |
| 5Y | +222.3% | +60.3% | +162.0% | +137.4% |
| All | +288.2% | +64.1% | +224.1% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IVZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling