+1,395.9%
IBKR vs WWD
+1,370.6%
+25.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | -3.8% | -2.9% | -0.9% | -2.7% |
| 30D | -0.3% | -6.6% | +6.3% | +2.4% |
| 3M | +4.8% | -9.3% | +14.1% | +8.4% |
| 6M | +30.8% | -13.6% | +44.4% | +37.4% |
| YTD | +39.5% | +10.4% | +29.1% | +32.5% |
| 1Y | +43.7% | +39.9% | +3.8% | +23.7% |
| 3Y | +284.7% | +165.0% | +119.6% | +154.3% |
| 5Y | +484.9% | +183.8% | +301.1% | +266.4% |
| 10Y | +980.8% | +486.6% | +494.2% | +367.6% |
| All | +1,395.9% | +1,370.6% | +25.4% | +277.2% |
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