+738.6%
IVV vs WCN
+5,970.1%
-5,231.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | -2.7% | +2.9% | -5.6% | -3.6% |
| 30D | -5.4% | +22.1% | -27.5% | -11.8% |
| 3M | -4.1% | +13.2% | -17.2% | -8.4% |
| 6M | +0.7% | +23.7% | -23.0% | -7.0% |
| YTD | +8.7% | +8.7% | 0.0% | +4.3% |
| 1Y | +11.0% | +15.3% | -4.4% | +4.2% |
| 3Y | +75.4% | +46.0% | +29.4% | +50.7% |
| 5Y | +68.3% | +45.9% | +22.4% | +43.9% |
| 10Y | +315.5% | +311.1% | +4.5% | +156.4% |
| All | +738.6% | +5,970.1% | -5,231.4% | +203.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling