+7,359.2%
WDC vs IVZ
+1,117.8%
+6,241.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.8% | +5.4% |
| 7D | +1.7% | +0.6% | +1.1% | +1.4% |
| 30D | -10.0% | +4.0% | -14.0% | -11.5% |
| 3M | -18.8% | +18.2% | -36.9% | -24.6% |
| 6M | +79.0% | +32.8% | +46.2% | +57.4% |
| YTD | +171.6% | +28.7% | +142.8% | +141.5% |
| 1Y | +417.4% | +55.4% | +362.0% | +322.5% |
| 3Y | +1,251.8% | +135.2% | +1,116.6% | +791.6% |
| 5Y | +911.7% | +64.2% | +847.5% | +672.1% |
| 10Y | +1,399.6% | +64.6% | +1,335.0% | +957.1% |
| All | +7,359.2% | +1,117.8% | +6,241.4% | +2,734.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling