+55.4%
IVZ vs WCN
-8.7%
+64.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +0.9% |
| 7D | +0.6% | -0.6% | +1.3% | +0.5% |
| 30D | +4.0% | +0.4% | +3.6% | +4.1% |
| 3M | +18.2% | +7.3% | +10.9% | +18.5% |
| 6M | +32.8% | -2.5% | +35.3% | +34.6% |
| YTD | +28.7% | -5.4% | +34.1% | +29.0% |
| 1Y | +55.4% | -8.5% | +63.8% | +62.6% |
| All | +55.4% | -8.7% | +64.1% | +62.6% |
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