+938.5%
IGV vs WWD
+2,827.8%
-1,889.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | +2.3% | +4.0% | -1.6% | +1.1% |
| 30D | -6.0% | +0.4% | -6.4% | -6.4% |
| 3M | -4.8% | -7.9% | +3.1% | -2.7% |
| 6M | +14.2% | -10.6% | +24.9% | +16.6% |
| YTD | -4.2% | +9.4% | -13.6% | -9.9% |
| 1Y | -5.3% | +25.7% | -31.0% | -15.1% |
| 3Y | +38.8% | +148.5% | -109.8% | -2.1% |
| 5Y | +14.2% | +189.5% | -175.3% | -24.3% |
| 10Y | +357.6% | +451.8% | -94.2% | +123.8% |
| All | +938.5% | +2,827.8% | -1,889.3% | +121.8% |
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