+209.3%
IVZ vs WCN
+8,078.4%
-7,869.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.9% |
| 7D | +5.1% | +1.2% | +4.0% | +4.7% |
| 30D | -1.6% | +26.4% | -28.0% | -10.5% |
| 3M | -9.1% | +17.5% | -26.7% | -15.0% |
| 6M | +1.8% | +28.7% | -27.0% | -8.8% |
| YTD | +10.8% | +11.5% | -0.7% | +4.4% |
| 1Y | +19.1% | +15.9% | +3.3% | +10.4% |
| 3Y | +144.4% | +51.6% | +92.8% | +101.6% |
| 5Y | +33.6% | +47.9% | -14.4% | +10.6% |
| 10Y | +41.7% | +322.5% | -280.8% | -19.1% |
| All | +209.3% | +8,078.4% | -7,869.1% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling