+313.7%
IVV vs WCN
+239.1%
+74.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | +0.5% | -0.4% | +0.9% | +0.7% |
| 30D | -1.0% | -2.1% | +1.2% | 0.0% |
| 3M | +3.9% | +6.4% | -2.5% | +0.1% |
| 6M | +14.5% | -3.7% | +18.2% | +15.4% |
| YTD | +12.9% | -6.4% | +19.3% | +15.0% |
| 1Y | +19.4% | -7.9% | +27.3% | +22.3% |
| 3Y | +78.8% | +20.8% | +58.0% | +53.6% |
| 5Y | +82.2% | +29.0% | +53.2% | +47.8% |
| 10Y | +313.7% | +236.4% | +77.3% | +112.5% |
| All | +313.7% | +239.1% | +74.5% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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