+583.6%
WDC vs IP
+26.3%
+557.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.8% |
| 7D | -28.0% | -5.1% | -22.9% | -26.1% |
| 30D | -34.9% | +8.5% | -43.5% | -37.5% |
| 3M | -41.6% | -13.8% | -27.7% | -37.8% |
| 6M | -45.4% | +5.7% | -51.1% | -48.2% |
| YTD | +53.3% | -9.1% | +62.4% | +53.3% |
| 1Y | +61.5% | -0.8% | +62.4% | +53.9% |
| 3Y | +712.3% | +14.8% | +697.6% | +535.2% |
| 5Y | +524.2% | -11.5% | +535.7% | +470.7% |
| All | +583.6% | +26.3% | +557.3% | +467.3% |
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