+306.4%
WM vs IVZ
+65.9%
+240.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | -2.4% | +4.0% | -6.4% | -3.0% |
| 3M | +0.4% | +18.2% | -17.8% | -2.5% |
| 6M | -9.5% | +32.8% | -42.3% | -14.1% |
| YTD | +0.5% | +28.7% | -28.2% | -4.4% |
| 1Y | -1.1% | +55.4% | -56.5% | -9.1% |
| 3Y | +46.0% | +135.2% | -89.2% | +21.1% |
| 5Y | +51.8% | +64.2% | -12.4% | +32.1% |
| All | +306.4% | +65.9% | +240.6% | +209.7% |
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