+541.7%
IBB vs WWD
+4,810.4%
-4,268.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | +1.4% | +1.3% | +0.1% | +1.1% |
| 30D | +10.5% | -7.2% | +17.7% | +12.6% |
| 3M | +23.6% | -3.8% | +27.5% | +24.2% |
| 6M | +22.6% | -9.9% | +32.5% | +25.0% |
| YTD | +25.7% | +14.8% | +10.9% | +19.6% |
| 1Y | +51.4% | +42.1% | +9.3% | +35.4% |
| 3Y | +64.4% | +170.8% | -106.4% | +21.5% |
| 5Y | +22.1% | +197.5% | -175.4% | -13.6% |
| 10Y | +132.5% | +477.8% | -345.3% | +26.5% |
| All | +541.7% | +4,810.4% | -4,268.8% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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