+152.5%
IVZ vs WCN
+52.1%
+100.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.4% |
| 7D | +7.6% | +2.6% | +5.0% | +7.3% |
| 30D | +4.3% | +23.9% | -19.6% | +1.6% |
| 3M | -9.3% | +17.4% | -26.8% | -11.1% |
| 6M | +5.2% | +28.0% | -22.8% | +1.0% |
| YTD | +13.4% | +11.6% | +1.9% | +12.7% |
| 1Y | +25.4% | +16.9% | +8.5% | +22.7% |
| 3Y | +152.5% | +51.6% | +100.9% | +105.7% |
| All | +152.5% | +52.1% | +100.4% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling