+152.5%
IVZ vs WCC
+134.5%
+18.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +3.0% |
| 7D | +7.6% | +9.9% | -2.3% | +3.4% |
| 30D | +4.3% | -8.4% | +12.8% | +7.3% |
| 3M | -9.3% | -10.3% | +1.0% | -6.5% |
| 6M | +5.2% | -10.5% | +15.7% | +7.7% |
| YTD | +13.4% | +32.2% | -18.7% | -3.6% |
| 1Y | +25.4% | +25.5% | -0.2% | +8.9% |
| 3Y | +152.5% | +134.7% | +17.8% | +41.8% |
| All | +152.5% | +134.5% | +18.0% | +41.8% |
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