+65.1%
IVZ vs WCC
+216.1%
-150.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | -0.6% |
| 7D | +0.6% | +4.5% | -3.8% | -1.3% |
| 30D | +4.0% | -5.8% | +9.8% | +6.5% |
| 3M | +18.2% | -3.7% | +21.8% | +19.1% |
| 6M | +32.8% | +23.1% | +9.8% | +18.3% |
| YTD | +28.7% | +44.2% | -15.4% | +6.1% |
| 1Y | +55.4% | +62.1% | -6.7% | +20.2% |
| 3Y | +135.2% | +121.1% | +14.1% | +47.7% |
| All | +65.1% | +216.1% | -150.9% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling