+653.4%
WDC vs IVV
+317.7%
+335.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.5% | +6.1% |
| 7D | -14.4% | +0.1% | -14.5% | -13.7% |
| 30D | -27.1% | -3.3% | -23.7% | -21.8% |
| 3M | -33.3% | -2.4% | -30.9% | -29.7% |
| 6M | -39.6% | +2.6% | -42.2% | -40.1% |
| YTD | +68.4% | +11.3% | +57.1% | +50.0% |
| 1Y | +78.2% | +13.4% | +64.7% | +55.4% |
| 3Y | +772.0% | +80.3% | +691.7% | +298.9% |
| 5Y | +584.9% | +72.7% | +512.2% | +239.2% |
| 10Y | +653.4% | +309.6% | +343.8% | +2.5% |
| All | +653.4% | +317.7% | +335.8% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 10y: compounded portfolio wealth divided by compounded IVV 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…
10y analysis · Full analysis span regression · 6 months rolling