+194.2%
IVZ vs WCN
+7,873.9%
-7,679.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | -2.4% | +2.9% | -5.4% | -3.5% |
| 30D | -11.2% | +22.1% | -33.3% | -18.2% |
| 3M | -14.0% | +13.2% | -27.2% | -18.4% |
| 6M | +0.5% | +23.7% | -23.2% | -8.6% |
| YTD | +5.4% | +8.7% | -3.3% | +0.3% |
| 1Y | +19.5% | +15.3% | +4.1% | +10.9% |
| 3Y | +128.7% | +46.0% | +82.7% | +91.4% |
| 5Y | +28.8% | +45.9% | -17.2% | +7.1% |
| 10Y | +52.3% | +311.1% | -258.8% | -12.1% |
| All | +194.2% | +7,873.9% | -7,679.7% | -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 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