+266.3%
WMB vs IVZ
+48.7%
+217.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | -6.9% | +2.2% | -9.1% | -7.6% |
| 30D | -7.2% | -2.2% | -5.0% | -6.8% |
| 3M | -5.4% | -8.4% | +3.0% | -3.3% |
| 6M | -4.9% | +6.2% | -11.0% | -7.8% |
| YTD | +14.7% | +12.4% | +2.3% | +8.0% |
| 1Y | +14.7% | +26.0% | -11.3% | +3.8% |
| 3Y | +116.4% | +147.9% | -31.5% | +49.3% |
| 5Y | +198.5% | +38.8% | +159.8% | +144.2% |
| 10Y | +266.3% | +44.6% | +221.7% | +146.7% |
| All | +266.3% | +48.7% | +217.6% | +146.7% |
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