+1,221.5%
WDC vs IVV
+315.6%
+905.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +6.5% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | -10.0% | +0.1% | -10.0% | -10.1% |
| 3M | -18.8% | +2.0% | -20.7% | -19.9% |
| 6M | +79.0% | +13.0% | +66.0% | +52.3% |
| YTD | +171.6% | +13.6% | +158.0% | +130.8% |
| 1Y | +417.4% | +20.1% | +397.3% | +308.7% |
| 3Y | +1,251.8% | +77.6% | +1,174.2% | +521.8% |
| 5Y | +911.7% | +82.5% | +829.2% | +354.3% |
| All | +1,221.5% | +315.6% | +905.9% | +86.9% |
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