+2.4%
IVZ vs WCC
-18.3%
+20.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -9.6% | +1.5% | -5.0% |
| 7D | -6.7% | -21.9% | +15.2% | +0.3% |
| 30D | -10.9% | -25.4% | +14.6% | -2.9% |
| 3M | -14.8% | -23.1% | +8.3% | -8.5% |
| 6M | +2.4% | -18.1% | +20.5% | +5.9% |
| All | +2.4% | -18.3% | +20.7% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling