+953.6%
IGV vs WSM
+3,868.4%
-2,914.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -3.3% | +2.6% | -5.9% | -4.0% |
| 30D | 0.0% | -9.5% | +9.5% | +2.7% |
| 3M | +7.3% | +12.9% | -5.5% | +3.5% |
| 6M | +16.7% | +23.0% | -6.3% | +9.4% |
| YTD | -2.8% | +28.9% | -31.8% | -10.4% |
| 1Y | -6.7% | +13.7% | -20.3% | -11.2% |
| 3Y | +41.1% | +232.6% | -191.5% | -6.0% |
| 5Y | +22.0% | +185.9% | -163.9% | -17.9% |
| 10Y | +357.9% | +998.6% | -640.7% | +87.7% |
| All | +953.6% | +3,868.4% | -2,914.8% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling