+30.7%
IVZ vs WCN
+16.1%
+14.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +4.4% |
| 7D | +2.6% | +6.7% | -4.1% | +3.1% |
| 30D | -3.5% | +24.3% | -27.8% | -2.0% |
| 3M | -7.4% | +16.1% | -23.5% | -6.5% |
| 6M | +14.7% | +19.9% | -5.2% | +16.2% |
| YTD | +14.6% | +10.1% | +4.5% | +17.1% |
| 1Y | +30.7% | +14.4% | +16.3% | +32.8% |
| All | +30.7% | +16.1% | +14.6% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling