+216.5%
IVZ vs WCC
+1,380.5%
-1,164.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -9.6% | +1.5% | -4.0% |
| 7D | -6.7% | -21.9% | +15.2% | +2.9% |
| 30D | -10.9% | -25.4% | +14.6% | -0.1% |
| 3M | -14.8% | -23.1% | +8.3% | -6.2% |
| 6M | +2.4% | -18.1% | +20.5% | +8.9% |
| YTD | +5.4% | +17.7% | -12.2% | -4.6% |
| 1Y | +19.6% | +12.4% | +7.2% | +10.2% |
| 3Y | +122.4% | +105.9% | +16.6% | +51.3% |
| 5Y | +28.8% | +116.8% | -88.0% | -18.0% |
| 10Y | +52.3% | +456.1% | -403.8% | -40.1% |
| All | +216.5% | +1,380.5% | -1,164.0% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling