+74.8%
IVV vs WCC
+106.2%
-31.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.6% | +5.1% | -2.6% |
| 7D | -4.8% | -21.9% | +17.1% | -0.4% |
| 30D | -5.9% | -25.4% | +19.5% | -0.8% |
| 3M | -4.5% | -23.1% | +18.6% | -0.2% |
| 6M | +1.8% | -18.1% | +19.9% | +4.6% |
| YTD | +8.4% | +17.7% | -9.3% | +2.6% |
| 1Y | +9.4% | +12.4% | -3.0% | +4.4% |
| All | +74.8% | +106.2% | -31.4% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling