+19.5%
IVZ vs WCC
+13.7%
+5.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.8% |
| 7D | -2.4% | -14.7% | +12.2% | +2.6% |
| 30D | -11.2% | -20.1% | +8.8% | -4.5% |
| 3M | -14.0% | -21.2% | +7.2% | -7.5% |
| 6M | +0.5% | -19.2% | +19.6% | +6.1% |
| YTD | +5.4% | +20.2% | -14.8% | -11.0% |
| 1Y | +19.5% | +14.5% | +5.0% | +2.4% |
| All | +19.5% | +13.7% | +5.8% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling