+113.2%
WDC vs IVZ
+30.5%
+82.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.2% | -10.9% | -9.6% |
| 7D | -18.3% | +2.6% | -21.0% | -19.9% |
| 30D | -26.7% | -3.5% | -23.2% | -24.8% |
| 3M | -40.9% | -7.4% | -33.6% | -37.9% |
| 6M | -26.8% | +14.7% | -41.5% | -33.5% |
| YTD | +88.2% | +14.6% | +73.6% | +65.0% |
| 1Y | +113.2% | +30.7% | +82.5% | +74.2% |
| All | +113.2% | +30.5% | +82.7% | +74.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling