+642.9%
WDC vs IBN
+385.6%
+257.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -5.1% |
| 7D | +12.1% | +1.9% | +10.2% | +11.3% |
| 30D | -18.8% | +22.1% | -40.9% | -25.6% |
| 3M | -39.3% | +17.1% | -56.4% | -43.5% |
| 6M | -40.1% | +35.5% | -75.7% | -47.7% |
| YTD | +71.8% | +16.8% | +55.0% | +59.6% |
| 1Y | +88.5% | +12.4% | +76.1% | +77.6% |
| 3Y | +770.0% | +58.0% | +711.9% | +605.5% |
| 5Y | +549.0% | +73.7% | +475.3% | +403.8% |
| All | +642.9% | +385.6% | +257.3% | +315.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling