+1,188.5%
WDC vs IVZ
+65.9%
+1,122.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.6% |
| 7D | -4.3% | -2.4% | -1.9% | -3.1% |
| 30D | -1.5% | +3.0% | -4.5% | -3.2% |
| 3M | -15.5% | +14.9% | -30.4% | -22.0% |
| 6M | +66.5% | +36.7% | +29.7% | +39.5% |
| YTD | +159.9% | +25.7% | +134.2% | +127.4% |
| 1Y | +366.0% | +47.7% | +318.3% | +272.8% |
| 3Y | +1,285.8% | +138.8% | +1,147.0% | +716.2% |
| 5Y | +925.6% | +62.1% | +863.5% | +627.3% |
| All | +1,188.5% | +65.9% | +1,122.7% | +708.3% |
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