+307.4%
IVV vs WCC
+460.5%
-153.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -0.6% | -9.9% | +9.3% | +1.6% |
| 30D | -3.7% | -13.4% | +9.7% | -0.8% |
| 3M | -2.7% | -13.5% | +10.7% | -0.2% |
| 6M | +2.2% | -10.6% | +12.8% | +3.5% |
| YTD | +10.9% | +30.1% | -19.2% | +1.4% |
| 1Y | +11.3% | +22.3% | -11.0% | +3.2% |
| 3Y | +76.9% | +130.3% | -53.4% | +33.0% |
| 5Y | +73.5% | +144.5% | -71.0% | +22.8% |
| 10Y | +307.4% | +431.8% | -124.4% | +111.4% |
| All | +307.4% | +460.5% | -153.1% | +111.4% |
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