+553.7%
WDC vs IBN
+75.1%
+478.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.7% |
| 7D | -16.7% | +15.8% | -32.5% | -22.4% |
| 30D | -27.2% | +25.1% | -52.3% | -35.0% |
| 3M | -34.0% | +16.0% | -50.0% | -38.9% |
| 6M | -39.7% | +32.8% | -72.5% | -48.5% |
| YTD | +68.1% | +18.0% | +50.0% | +53.1% |
| 1Y | +66.3% | +15.9% | +50.4% | +52.7% |
| 3Y | +754.4% | +57.6% | +696.8% | +539.7% |
| All | +553.7% | +75.1% | +478.6% | +334.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling