+660.4%
WDC vs IP
+24.7%
+635.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | -16.7% | 0.0% | -16.8% | -16.5% |
| 30D | -27.2% | +9.4% | -36.6% | -30.2% |
| 3M | -34.0% | -14.1% | -19.9% | -29.5% |
| 6M | -39.7% | +9.2% | -48.9% | -43.7% |
| YTD | +68.1% | -7.5% | +75.6% | +66.9% |
| 1Y | +66.3% | -2.8% | +69.1% | +60.5% |
| 3Y | +754.4% | +21.2% | +733.2% | +547.4% |
| 5Y | +595.8% | -11.5% | +607.3% | +538.4% |
| 10Y | +660.4% | +23.7% | +636.7% | +437.5% |
| All | +660.4% | +24.7% | +635.7% | +437.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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