+62.1%
WM vs IVZ
+35.0%
+27.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.6% |
| 7D | +1.2% | +5.1% | -4.0% | +1.0% |
| 30D | +15.2% | -1.6% | +16.8% | +15.2% |
| 3M | +8.3% | -9.1% | +17.5% | +8.7% |
| 6M | +13.1% | +1.8% | +11.4% | +12.8% |
| YTD | +12.5% | +10.8% | +1.7% | +11.5% |
| 1Y | +21.8% | +19.1% | +2.7% | +20.0% |
| 3Y | +48.8% | +144.4% | -95.6% | +35.4% |
| 5Y | +62.1% | +33.6% | +28.5% | +61.3% |
| All | +62.1% | +35.0% | +27.1% | +61.3% |
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