+1,359.8%
WDC vs IGV
+40.9%
+1,318.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +4.0% | +3.2% |
| 7D | +6.0% | -3.3% | +9.3% | +7.8% |
| 30D | +9.9% | 0.0% | +10.0% | +9.0% |
| 3M | -9.4% | +7.3% | -16.7% | -14.5% |
| 6M | +94.7% | +16.7% | +78.0% | +69.4% |
| YTD | +177.4% | -2.8% | +180.2% | +182.7% |
| 1Y | +412.6% | -6.7% | +419.3% | +446.0% |
| 3Y | +1,359.8% | +41.1% | +1,318.6% | +963.5% |
| All | +1,359.8% | +40.9% | +1,318.9% | +963.5% |
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