+142.1%
WEC vs IVZ
+64.1%
+78.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.3% | -2.4% | +1.1% | -0.9% |
| 30D | -0.4% | +2.5% | -2.9% | -0.8% |
| 3M | -6.8% | +17.1% | -23.8% | -9.2% |
| 6M | -6.4% | +35.1% | -41.5% | -11.0% |
| YTD | +2.5% | +24.3% | -21.8% | -1.6% |
| 1Y | -0.4% | +48.7% | -49.1% | -7.3% |
| 3Y | +38.5% | +135.6% | -97.1% | +16.8% |
| 5Y | +31.7% | +60.3% | -28.6% | +15.8% |
| All | +142.1% | +64.1% | +78.0% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IVZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling