+54.1%
WEC vs IVZ
+36.0%
+18.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.7% |
| 7D | +2.3% | +7.6% | -5.3% | +1.5% |
| 30D | +11.1% | +4.3% | +6.7% | +10.4% |
| 3M | +8.4% | -9.3% | +17.8% | +9.4% |
| 6M | +7.5% | +5.2% | +2.3% | +6.5% |
| YTD | +15.3% | +13.4% | +1.9% | +12.8% |
| 1Y | +9.7% | +25.4% | -15.6% | +5.8% |
| 3Y | +64.7% | +152.5% | -87.8% | +38.8% |
| All | +54.1% | +36.0% | +18.2% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling