+8,320.9%
WDC vs IVV
+727.1%
+7,593.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.9% |
| 7D | -28.0% | -2.7% | -25.3% | -24.4% |
| 30D | -34.9% | -5.4% | -29.6% | -28.5% |
| 3M | -41.6% | -4.1% | -37.5% | -37.2% |
| 6M | -45.4% | +0.7% | -46.1% | -44.3% |
| YTD | +53.3% | +8.7% | +44.5% | +42.1% |
| 1Y | +61.5% | +11.0% | +50.6% | +46.6% |
| 3Y | +712.3% | +75.4% | +636.9% | +298.0% |
| 5Y | +524.2% | +68.3% | +455.9% | +229.9% |
| 10Y | +616.5% | +315.5% | +301.0% | +14.0% |
| All | +8,320.9% | +727.1% | +7,593.9% | +506.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling