+61.5%
WDC vs IP
-0.2%
+61.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.6% |
| 7D | -28.0% | -5.1% | -22.9% | -27.2% |
| 30D | -34.9% | +8.5% | -43.5% | -35.8% |
| 3M | -41.6% | -13.8% | -27.7% | -40.2% |
| 6M | -45.4% | +5.7% | -51.1% | -47.0% |
| YTD | +53.3% | -9.1% | +62.4% | +57.6% |
| 1Y | +61.5% | -0.8% | +62.4% | +63.6% |
| All | +61.5% | -0.2% | +61.8% | +63.6% |
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