+78.4%
IVV vs WCC
+124.0%
-45.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -1.2% |
| 7D | +0.1% | +4.5% | -4.4% | -0.8% |
| 30D | +0.1% | -5.8% | +5.9% | +1.1% |
| 3M | +2.0% | -3.7% | +5.7% | +2.2% |
| 6M | +13.0% | +23.1% | -10.0% | +7.1% |
| YTD | +13.6% | +44.2% | -30.6% | +3.8% |
| 1Y | +20.1% | +62.1% | -42.0% | +6.6% |
| All | +78.4% | +124.0% | -45.6% | +40.0% |
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