+990.2%
IBKR vs WWD
+498.2%
+492.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.6% |
| 7D | -1.3% | -2.6% | +1.2% | -0.3% |
| 30D | -0.2% | -6.9% | +6.7% | +2.7% |
| 3M | +3.0% | -13.0% | +16.0% | +8.4% |
| 6M | +33.9% | -12.5% | +46.3% | +40.0% |
| YTD | +42.5% | +11.8% | +30.7% | +34.4% |
| 1Y | +44.9% | +41.1% | +3.8% | +23.7% |
| 3Y | +293.0% | +163.1% | +129.9% | +158.2% |
| 5Y | +497.7% | +187.6% | +310.0% | +269.0% |
| All | +990.2% | +498.2% | +492.0% | +355.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling