+1,946.2%
WM vs IVZ
+897.2%
+1,049.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.2% | -2.4% | +3.7% | +1.6% |
| 30D | +13.1% | -11.2% | +24.3% | +15.4% |
| 3M | +3.6% | -14.0% | +17.6% | +6.3% |
| 6M | +8.1% | +0.5% | +7.6% | +7.0% |
| YTD | +8.9% | +5.4% | +3.5% | +6.2% |
| 1Y | +20.3% | +19.5% | +0.9% | +14.3% |
| 3Y | +46.2% | +128.7% | -82.5% | +18.5% |
| 5Y | +59.9% | +28.8% | +31.1% | +41.8% |
| 10Y | +345.6% | +52.3% | +293.3% | +252.9% |
| All | +1,946.2% | +897.2% | +1,049.0% | +958.3% |
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 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