+44.6%
IVZ vs WCC
+460.5%
-416.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +2.2% | -9.9% | +12.1% | +6.7% |
| 30D | -2.2% | -13.4% | +11.2% | +3.8% |
| 3M | -8.4% | -13.5% | +5.0% | -3.5% |
| 6M | +6.2% | -10.6% | +16.8% | +9.1% |
| YTD | +12.4% | +30.1% | -17.7% | -4.8% |
| 1Y | +26.0% | +22.3% | +3.7% | +9.8% |
| 3Y | +147.9% | +130.3% | +17.6% | +48.8% |
| 5Y | +38.8% | +144.5% | -105.7% | -24.3% |
| 10Y | +44.6% | +431.8% | -387.3% | -53.7% |
| All | +44.6% | +460.5% | -416.0% | -53.7% |
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