+17,845.4%
WDC vs IP
+364.8%
+17,480.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.2% | +3.7% | +4.9% |
| 7D | +1.7% | -5.3% | +7.0% | +4.2% |
| 30D | -10.0% | -10.9% | +0.9% | -5.4% |
| 3M | -18.8% | +11.2% | -29.9% | -23.7% |
| 6M | +79.0% | -10.2% | +89.3% | +82.3% |
| YTD | +171.6% | -2.0% | +173.5% | +164.0% |
| 1Y | +417.4% | -19.1% | +436.5% | +440.6% |
| 3Y | +1,251.8% | +20.9% | +1,230.9% | +1,014.7% |
| 5Y | +911.7% | -17.8% | +929.5% | +894.6% |
| 10Y | +1,399.6% | +23.5% | +1,376.1% | +1,098.2% |
| All | +17,845.4% | +364.8% | +17,480.6% | +5,889.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling