+50.5%
IVZ vs WCC
+492.1%
-441.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.1% | -1.4% | +3.0% |
| 7D | +4.1% | -5.7% | +9.8% | +6.4% |
| 30D | -2.0% | -13.5% | +11.4% | +4.0% |
| 3M | -7.8% | -12.9% | +5.0% | -3.2% |
| 6M | +6.3% | -10.7% | +17.0% | +9.3% |
| YTD | +12.6% | +30.0% | -17.4% | -4.6% |
| 1Y | +27.6% | +24.7% | +2.9% | +10.2% |
| 3Y | +154.0% | +136.6% | +17.5% | +50.5% |
| 5Y | +37.3% | +143.9% | -106.6% | -25.0% |
| 10Y | +50.5% | +465.9% | -415.4% | -53.6% |
| All | +50.5% | +492.1% | -441.5% | -53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling