+88.5%
WDC vs IP
-5.8%
+94.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -5.3% |
| 7D | +12.1% | -0.3% | +12.4% | +12.1% |
| 30D | -18.8% | +7.9% | -26.7% | -19.9% |
| 3M | -39.3% | -15.3% | -24.0% | -37.6% |
| 6M | -40.1% | +10.5% | -50.6% | -42.5% |
| YTD | +71.8% | -9.4% | +81.2% | +77.1% |
| 1Y | +88.5% | -4.6% | +93.1% | +90.5% |
| All | +88.5% | -5.8% | +94.3% | +90.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling