+991.6%
WDC vs IVZ
+61.5%
+930.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.5% |
| 7D | +7.5% | +1.2% | +6.3% | +6.6% |
| 30D | +10.1% | +1.8% | +8.3% | +8.8% |
| 3M | -6.8% | +15.7% | -22.6% | -14.6% |
| 6M | +84.1% | +36.3% | +47.8% | +53.5% |
| YTD | +180.3% | +24.9% | +155.3% | +144.4% |
| 1Y | +411.1% | +48.9% | +362.1% | +303.2% |
| 3Y | +1,375.0% | +136.8% | +1,238.2% | +749.8% |
| 5Y | +991.6% | +60.0% | +931.6% | +663.3% |
| All | +991.6% | +61.5% | +930.1% | +663.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling