+50.5%
IVZ vs WCN
+302.6%
-252.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.5% |
| 7D | +4.1% | +1.2% | +2.9% | +3.4% |
| 30D | -2.0% | +24.6% | -26.6% | -14.6% |
| 3M | -7.8% | +14.2% | -22.1% | -15.4% |
| 6M | +6.3% | +25.7% | -19.4% | -9.3% |
| YTD | +12.6% | +9.3% | +3.3% | +4.1% |
| 1Y | +27.6% | +15.3% | +12.3% | +13.5% |
| 3Y | +154.0% | +48.6% | +105.5% | +79.8% |
| 5Y | +37.3% | +46.9% | -9.6% | -4.6% |
| 10Y | +50.5% | +298.1% | -247.6% | -40.3% |
| All | +50.5% | +302.6% | -252.1% | -40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling