+973.2%
IGV vs WWD
+2,973.0%
-1,999.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | -4.5% | +1.3% | -5.8% | -4.9% |
| 30D | +3.2% | -7.2% | +10.4% | +5.5% |
| 3M | +4.5% | -3.8% | +8.4% | +4.9% |
| 6M | +22.1% | -9.9% | +32.0% | +23.9% |
| YTD | -1.0% | +14.8% | -15.9% | -7.9% |
| 1Y | -2.1% | +42.1% | -44.2% | -15.6% |
| 3Y | +44.6% | +170.8% | -126.2% | -0.5% |
| 5Y | +22.2% | +197.5% | -175.4% | -19.6% |
| 10Y | +364.7% | +477.8% | -113.1% | +124.6% |
| All | +973.2% | +2,973.0% | -1,999.9% | +126.5% |
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