+328.7%
WM vs IVZ
+55.7%
+273.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.8% | -6.6% | -0.9% |
| 7D | -0.5% | +4.1% | -4.6% | -1.2% |
| 30D | +13.3% | -2.0% | +15.3% | +13.4% |
| 3M | +4.4% | -7.8% | +12.2% | +5.4% |
| 6M | +10.8% | +6.3% | +4.5% | +9.0% |
| YTD | +9.1% | +12.6% | -3.5% | +5.7% |
| 1Y | +19.1% | +27.6% | -8.5% | +12.9% |
| 3Y | +45.7% | +154.0% | -108.4% | +18.1% |
| 5Y | +60.4% | +37.3% | +23.1% | +44.2% |
| 10Y | +328.7% | +50.5% | +278.2% | +231.7% |
| All | +328.7% | +55.7% | +273.0% | +231.7% |
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