+6,269.0%
WDC vs IBN
+1,760.3%
+4,508.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -5.1% |
| 7D | +12.1% | +1.9% | +10.2% | +11.5% |
| 30D | -18.8% | +22.1% | -40.9% | -23.9% |
| 3M | -39.3% | +17.1% | -56.4% | -42.5% |
| 6M | -40.1% | +35.5% | -75.7% | -45.8% |
| YTD | +71.8% | +16.8% | +55.0% | +62.7% |
| 1Y | +88.5% | +12.4% | +76.1% | +80.4% |
| 3Y | +770.0% | +58.0% | +711.9% | +648.0% |
| 5Y | +549.0% | +73.7% | +475.3% | +442.7% |
| 10Y | +650.3% | +385.6% | +264.7% | +349.1% |
| All | +6,269.0% | +1,760.3% | +4,508.6% | +2,117.1% |
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 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