+40.8%
WEC vs IVZ
+140.4%
-99.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | +0.8% | +1.1% | -0.3% | +0.7% |
| 30D | +0.3% | +3.1% | -2.8% | +0.2% |
| 3M | -2.9% | +18.2% | -21.1% | -3.9% |
| 6M | -5.9% | +38.6% | -44.5% | -8.0% |
| YTD | +4.1% | +25.9% | -21.8% | +2.4% |
| 1Y | +3.1% | +51.7% | -48.5% | -0.4% |
| 3Y | +40.8% | +138.7% | -97.9% | +21.4% |
| All | +40.8% | +140.4% | -99.6% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling