+9,966.9%
WDC vs IBN
+1,532.9%
+8,434.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.1% |
| 7D | +1.7% | +1.4% | +0.3% | +1.3% |
| 30D | -10.0% | -0.3% | -9.6% | -9.9% |
| 3M | -18.8% | +17.1% | -35.9% | -22.7% |
| 6M | +79.0% | +3.4% | +75.6% | +76.9% |
| YTD | +171.6% | +2.5% | +169.0% | +169.1% |
| 1Y | +417.4% | -4.2% | +421.5% | +421.8% |
| 3Y | +1,251.8% | +32.4% | +1,219.4% | +1,132.6% |
| 5Y | +911.7% | +59.2% | +852.5% | +772.4% |
| 10Y | +1,399.6% | +345.7% | +1,054.0% | +824.2% |
| All | +9,966.9% | +1,532.9% | +8,434.0% | +3,567.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling