+949.2%
IGV vs WWD
+2,905.0%
-1,955.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.5% |
| 7D | -1.3% | +3.7% | -5.0% | -2.4% |
| 30D | -8.1% | +1.8% | -9.9% | -8.9% |
| 3M | -1.6% | -5.0% | +3.3% | -0.5% |
| 6M | +12.7% | -8.4% | +21.1% | +14.2% |
| YTD | -3.3% | +12.3% | -15.5% | -9.7% |
| 1Y | -7.9% | +26.2% | -34.2% | -17.6% |
| 3Y | +40.3% | +154.6% | -114.2% | -1.8% |
| 5Y | +17.3% | +195.3% | -177.9% | -22.7% |
| 10Y | +362.3% | +466.3% | -104.0% | +124.3% |
| All | +949.2% | +2,905.0% | -1,955.8% | +122.2% |
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