+412.6%
WDC vs IVV
+19.4%
+393.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +4.0% |
| 7D | +6.0% | +0.5% | +5.5% | +4.0% |
| 30D | +9.9% | -1.0% | +10.9% | +13.0% |
| 3M | -9.4% | +3.9% | -13.2% | -18.4% |
| 6M | +94.7% | +14.5% | +80.2% | +34.8% |
| YTD | +177.4% | +12.9% | +164.5% | +101.7% |
| 1Y | +412.6% | +19.4% | +393.2% | +210.6% |
| All | +412.6% | +19.4% | +393.2% | +210.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling