+990.2%
IBKR vs WCC
+541.6%
+448.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.6% | +0.9% |
| 7D | -1.3% | +1.5% | -2.9% | -1.9% |
| 30D | -0.2% | -2.1% | +1.9% | +0.4% |
| 3M | +3.0% | +3.8% | -0.9% | +1.0% |
| 6M | +33.9% | +35.0% | -1.1% | +19.1% |
| YTD | +42.5% | +46.4% | -3.9% | +23.2% |
| 1Y | +44.9% | +63.0% | -18.1% | +20.4% |
| 3Y | +293.0% | +133.9% | +159.1% | +174.1% |
| 5Y | +497.7% | +226.5% | +271.1% | +248.6% |
| All | +990.2% | +541.6% | +448.6% | +310.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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