+1,285.8%
WDC vs IBKR
+291.8%
+994.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -4.3% |
| 7D | -4.3% | -1.3% | -3.0% | -3.6% |
| 30D | -1.5% | -0.2% | -1.3% | -1.9% |
| 3M | -15.5% | +3.0% | -18.4% | -16.8% |
| 6M | +66.5% | +33.9% | +32.6% | +41.2% |
| YTD | +159.9% | +42.5% | +117.4% | +114.4% |
| 1Y | +366.0% | +44.9% | +321.1% | +282.6% |
| 3Y | +1,285.8% | +293.0% | +992.8% | +740.1% |
| All | +1,285.8% | +291.8% | +994.0% | +740.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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