+787.3%
WMT vs IVV
+764.0%
+23.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | -4.4% | +0.1% | -4.5% | -4.4% |
| 3M | -8.8% | +2.0% | -10.8% | -10.1% |
| 6M | -15.6% | +13.0% | -28.7% | -21.8% |
| YTD | -3.2% | +13.6% | -16.8% | -10.7% |
| 1Y | +7.0% | +20.1% | -13.0% | -4.7% |
| 3Y | +105.3% | +77.6% | +27.7% | +43.7% |
| 5Y | +129.3% | +82.5% | +46.8% | +55.3% |
| 10Y | +423.9% | +316.5% | +107.4% | +106.0% |
| All | +787.3% | +764.0% | +23.2% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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