+2,275.5%
WMB vs IVZ
+1,117.8%
+1,157.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +0.6% | +0.6% | -0.1% | +0.3% |
| 30D | +3.3% | +4.0% | -0.7% | +1.7% |
| 3M | +3.1% | +18.2% | -15.0% | -3.7% |
| 6M | -0.7% | +32.8% | -33.5% | -11.8% |
| YTD | +25.2% | +28.7% | -3.6% | +11.6% |
| 1Y | +32.9% | +55.4% | -22.5% | +10.1% |
| 3Y | +140.6% | +135.2% | +5.3% | +63.6% |
| 5Y | +273.5% | +64.2% | +209.3% | +177.7% |
| 10Y | +334.2% | +64.6% | +269.6% | +190.8% |
| All | +2,275.5% | +1,117.8% | +1,157.7% | +852.1% |
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