+366.0%
WDC vs IGV
-10.1%
+376.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.0% |
| 7D | -4.3% | -2.9% | -1.4% | -3.9% |
| 30D | -1.5% | -1.5% | 0.0% | -1.5% |
| 3M | -15.5% | +11.7% | -27.2% | -17.2% |
| 6M | +66.5% | +18.4% | +48.0% | +59.0% |
| YTD | +159.9% | -3.9% | +163.8% | +207.0% |
| 1Y | +366.0% | -9.7% | +375.6% | +487.1% |
| All | +366.0% | -10.1% | +376.1% | +487.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling