+533.3%
WDC vs IP
-12.5%
+545.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -4.0% | -13.4% | -16.1% |
| 7D | -32.3% | -5.0% | -27.3% | -31.2% |
| 30D | -34.9% | +6.5% | -41.4% | -36.2% |
| 3M | -48.4% | -18.0% | -30.4% | -45.2% |
| 6M | -42.4% | +10.3% | -52.8% | -45.4% |
| YTD | +55.5% | -9.9% | +65.4% | +56.6% |
| 1Y | +67.5% | -1.1% | +68.5% | +62.6% |
| 3Y | +727.3% | +13.0% | +714.3% | +568.9% |
| 5Y | +533.3% | -12.3% | +545.6% | +500.7% |
| All | +533.3% | -12.5% | +545.8% | +500.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling