+546.3%
IBB vs WSM
+6,385.2%
-5,838.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.1% |
| 7D | +1.6% | -3.2% | +4.8% | +2.4% |
| 30D | +6.7% | +4.6% | +2.1% | +5.5% |
| 3M | +6.3% | +2.4% | +3.9% | +5.6% |
| 6M | +23.9% | +43.7% | -19.8% | +13.6% |
| YTD | +26.6% | +42.1% | -15.5% | +15.9% |
| 1Y | +29.6% | +32.3% | -2.6% | +20.6% |
| 3Y | +86.1% | +253.0% | -166.9% | +32.3% |
| 5Y | +40.3% | +161.3% | -120.9% | +3.1% |
| 10Y | +128.1% | +1,105.9% | -977.8% | +6.3% |
| All | +546.3% | +6,385.2% | -5,838.9% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling