+65.1%
IVZ vs WCN
+30.3%
+34.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | +0.6% | -0.6% | +1.3% | +0.8% |
| 30D | +4.0% | +0.4% | +3.6% | +3.8% |
| 3M | +18.2% | +7.3% | +10.9% | +14.6% |
| 6M | +32.8% | -2.5% | +35.3% | +33.2% |
| YTD | +28.7% | -5.4% | +34.1% | +30.4% |
| 1Y | +55.4% | -8.5% | +63.8% | +59.4% |
| 3Y | +135.2% | +20.8% | +114.4% | +106.1% |
| All | +65.1% | +30.3% | +34.8% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling