+770.0%
WDC vs IGV
+39.5%
+730.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.8% |
| 7D | +12.1% | +2.3% | +9.7% | +10.7% |
| 30D | -18.8% | -6.0% | -12.8% | -15.0% |
| 3M | -39.3% | -4.8% | -34.5% | -37.5% |
| 6M | -40.1% | +14.2% | -54.4% | -46.3% |
| YTD | +71.8% | -4.2% | +76.0% | +78.7% |
| 1Y | +88.5% | -5.3% | +93.7% | +98.9% |
| 3Y | +770.0% | +38.8% | +731.2% | +543.8% |
| All | +770.0% | +39.5% | +730.5% | +543.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling