+14.8%
IGV vs WSM
+163.9%
-149.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.7% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -6.0% | +5.1% | -11.1% | -7.5% |
| 3M | -4.8% | +5.1% | -9.9% | -6.4% |
| 6M | +14.2% | +48.6% | -34.4% | +1.4% |
| YTD | -4.2% | +44.2% | -48.4% | -14.8% |
| 1Y | -5.3% | +38.1% | -43.4% | -14.7% |
| 3Y | +38.8% | +257.2% | -218.4% | -15.9% |
| All | +14.8% | +163.9% | -149.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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