+770.0%
WDC vs IBB
+86.1%
+683.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.6% |
| 7D | +12.1% | -0.5% | +12.6% | +12.7% |
| 30D | -18.8% | +4.6% | -23.4% | -20.5% |
| 3M | -39.3% | +6.8% | -46.1% | -42.3% |
| 6M | -40.1% | +23.1% | -63.2% | -50.3% |
| YTD | +71.8% | +26.0% | +45.8% | +40.4% |
| 1Y | +88.5% | +30.4% | +58.1% | +49.6% |
| 3Y | +770.0% | +85.4% | +684.6% | +426.2% |
| All | +770.0% | +86.1% | +683.9% | +426.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 3y: compounded portfolio wealth divided by compounded IBB 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…
3y analysis · Full analysis span regression · 6 months rolling