+309.6%
IVV vs WEC
+178.6%
+131.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.0% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | -3.3% | +12.9% | -16.2% | -7.0% |
| 3M | -2.4% | +9.8% | -12.2% | -5.3% |
| 6M | +2.6% | +6.7% | -4.1% | +0.2% |
| YTD | +11.3% | +14.0% | -2.7% | +6.1% |
| 1Y | +13.4% | +7.3% | +6.1% | +10.3% |
| 3Y | +80.3% | +63.8% | +16.5% | +49.8% |
| 5Y | +72.7% | +54.8% | +18.0% | +45.1% |
| 10Y | +309.6% | +185.7% | +123.9% | +208.0% |
| All | +309.6% | +178.6% | +131.0% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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