+642.9%
WDC vs IGV
+355.7%
+287.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.8% |
| 7D | +12.1% | +2.3% | +9.7% | +10.3% |
| 30D | -18.8% | -6.0% | -12.8% | -13.8% |
| 3M | -39.3% | -4.8% | -34.5% | -37.3% |
| 6M | -40.1% | +14.2% | -54.4% | -47.9% |
| YTD | +71.8% | -4.2% | +76.0% | +69.5% |
| 1Y | +88.5% | -5.3% | +93.7% | +88.5% |
| 3Y | +770.0% | +38.8% | +731.2% | +521.7% |
| 5Y | +549.0% | +14.2% | +534.8% | +440.0% |
| All | +642.9% | +355.7% | +287.2% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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