+27.4%
IVZ vs WCN
+45.6%
-18.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -2.4% | +2.9% | -5.4% | -3.2% |
| 30D | -11.2% | +22.1% | -33.3% | -16.5% |
| 3M | -14.0% | +13.2% | -27.2% | -17.2% |
| 6M | +0.5% | +23.7% | -23.2% | -6.9% |
| YTD | +5.4% | +8.7% | -3.3% | +2.3% |
| 1Y | +19.5% | +15.3% | +4.1% | +12.9% |
| 3Y | +128.7% | +46.0% | +82.7% | +86.6% |
| All | +27.4% | +45.6% | -18.3% | +3.6% |
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