+3,768.0%
WAB vs IVZ
+973.1%
+2,795.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.7% |
| 7D | +5.1% | +7.6% | -2.5% | +2.4% |
| 30D | +4.0% | +4.3% | -0.3% | +2.4% |
| 3M | +0.1% | -9.3% | +9.4% | +3.4% |
| 6M | +12.8% | +5.2% | +7.5% | +9.9% |
| YTD | +40.1% | +13.4% | +26.6% | +32.2% |
| 1Y | +46.4% | +25.4% | +21.0% | +33.2% |
| 3Y | +167.4% | +152.5% | +14.9% | +84.5% |
| 5Y | +215.0% | +36.7% | +178.3% | +163.8% |
| 10Y | +269.2% | +45.0% | +224.2% | +179.1% |
| All | +3,768.0% | +973.1% | +2,795.0% | +1,609.5% |
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