+65.4%
IVZ vs WCC
+471.3%
-405.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | -0.7% |
| 7D | +0.6% | +4.5% | -3.8% | -1.4% |
| 30D | +4.0% | -5.8% | +9.8% | +6.6% |
| 3M | +18.2% | -3.7% | +21.8% | +19.1% |
| 6M | +32.8% | +23.1% | +9.8% | +17.6% |
| YTD | +28.7% | +44.2% | -15.4% | +5.2% |
| 1Y | +55.4% | +62.1% | -6.7% | +18.8% |
| 3Y | +135.2% | +121.1% | +14.1% | +45.5% |
| 5Y | +64.2% | +214.0% | -149.8% | -19.9% |
| All | +65.4% | +471.3% | -405.9% | -49.1% |
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