+366.0%
WDC vs IVZ
+49.7%
+316.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.7% |
| 7D | -4.3% | -2.4% | -1.9% | -2.8% |
| 30D | -1.5% | +3.0% | -4.5% | -3.6% |
| 3M | -15.5% | +14.9% | -30.4% | -23.1% |
| 6M | +66.5% | +36.7% | +29.7% | +34.6% |
| YTD | +159.9% | +25.7% | +134.2% | +118.3% |
| 1Y | +366.0% | +47.7% | +318.3% | +261.8% |
| All | +366.0% | +49.7% | +316.3% | +261.8% |
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