+1,188.5%
WDC vs IBN
+324.2%
+864.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.7% |
| 7D | -4.3% | -3.0% | -1.3% | -3.2% |
| 30D | -1.5% | -1.5% | 0.0% | -1.1% |
| 3M | -15.5% | +7.9% | -23.4% | -18.4% |
| 6M | +66.5% | +8.6% | +57.8% | +60.4% |
| YTD | +159.9% | -0.6% | +160.4% | +159.3% |
| 1Y | +366.0% | -7.3% | +373.3% | +376.4% |
| 3Y | +1,285.8% | +26.2% | +1,259.6% | +1,143.0% |
| 5Y | +925.6% | +57.8% | +867.7% | +737.5% |
| All | +1,188.5% | +324.2% | +864.3% | +698.0% |
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