+642.9%
WDC vs IVZ
+43.7%
+599.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.4% | -7.4% | -6.3% |
| 7D | +12.1% | +7.6% | +4.5% | +7.5% |
| 30D | -18.8% | +4.3% | -23.1% | -20.2% |
| 3M | -39.3% | -9.3% | -30.0% | -35.6% |
| 6M | -40.1% | +5.2% | -45.4% | -41.7% |
| YTD | +71.8% | +13.4% | +58.4% | +60.0% |
| 1Y | +88.5% | +25.4% | +63.1% | +66.1% |
| 3Y | +770.0% | +152.5% | +617.5% | +400.7% |
| 5Y | +549.0% | +36.7% | +512.3% | +410.0% |
| All | +642.9% | +43.7% | +599.2% | +403.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling