+1,395.9%
IBKR vs WCC
+458.8%
+937.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | +0.3% |
| 7D | -3.8% | +1.7% | -5.5% | -4.5% |
| 30D | -0.3% | -6.1% | +5.7% | +1.9% |
| 3M | +4.8% | +3.1% | +1.7% | +2.9% |
| 6M | +30.8% | +28.2% | +2.6% | +17.6% |
| YTD | +39.5% | +41.1% | -1.6% | +20.9% |
| 1Y | +43.7% | +61.3% | -17.6% | +18.1% |
| 3Y | +284.7% | +123.6% | +161.0% | +164.1% |
| 5Y | +484.9% | +214.8% | +270.1% | +230.4% |
| 10Y | +980.8% | +513.6% | +467.2% | +305.7% |
| All | +1,395.9% | +458.8% | +937.1% | +253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling