+3,572.0%
WAB vs IVZ
+1,117.8%
+2,454.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -3.2% | +0.6% | -3.8% | -3.4% |
| 30D | -4.4% | +4.0% | -8.4% | -5.8% |
| 3M | +7.9% | +18.2% | -10.3% | +1.2% |
| 6M | +8.7% | +32.8% | -24.1% | -2.3% |
| YTD | +33.0% | +28.7% | +4.2% | +20.2% |
| 1Y | +46.7% | +55.4% | -8.7% | +23.8% |
| 3Y | +153.0% | +135.2% | +17.8% | +79.0% |
| 5Y | +222.3% | +64.2% | +158.1% | +152.6% |
| 10Y | +291.0% | +64.6% | +226.4% | +183.2% |
| All | +3,572.0% | +1,117.8% | +2,454.2% | +1,455.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling