+133.1%
IBB vs WSM
+1,181.2%
-1,048.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.4% | -3.0% | +1.6% | -0.7% |
| 30D | +6.8% | +10.1% | -3.3% | +4.6% |
| 3M | +9.2% | +4.9% | +4.3% | +8.0% |
| 6M | +28.3% | +49.8% | -21.4% | +17.6% |
| YTD | +29.4% | +48.7% | -19.4% | +18.3% |
| 1Y | +33.2% | +38.7% | -5.6% | +23.4% |
| 3Y | +90.2% | +269.5% | -179.3% | +37.8% |
| 5Y | +44.0% | +179.0% | -135.0% | +6.7% |
| 10Y | +133.1% | +1,162.3% | -1,029.2% | +14.5% |
| All | +133.1% | +1,181.2% | -1,048.1% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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