+20.0%
WM vs IVZ
+25.5%
-5.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.8% | -6.6% | +0.8% |
| 7D | -0.5% | +4.1% | -4.6% | 0.0% |
| 30D | +13.3% | -2.0% | +15.3% | +13.1% |
| 3M | +4.4% | -7.8% | +12.2% | +3.5% |
| 6M | +10.8% | +6.3% | +4.5% | +11.8% |
| YTD | +9.1% | +12.6% | -3.5% | +11.1% |
| All | +20.0% | +25.5% | -5.5% | +22.2% |
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