+128.7%
IVZ vs WCC
+106.2%
+22.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -9.6% | +1.5% | -4.1% |
| 7D | -6.7% | -21.9% | +15.2% | +2.8% |
| 30D | -10.9% | -25.4% | +14.6% | -0.2% |
| 3M | -14.8% | -23.1% | +8.3% | -6.3% |
| 6M | +2.4% | -18.1% | +20.5% | +8.7% |
| YTD | +5.4% | +17.7% | -12.2% | -6.0% |
| 1Y | +19.6% | +12.4% | +7.2% | +8.7% |
| All | +128.7% | +106.2% | +22.5% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling