+541.7%
IBB vs WSM
+5,772.7%
-5,231.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.4% |
| 7D | +1.4% | -3.3% | +4.7% | +2.1% |
| 30D | +10.5% | -8.4% | +18.9% | +12.7% |
| 3M | +23.6% | +9.7% | +14.0% | +20.8% |
| 6M | +22.6% | +16.7% | +5.9% | +17.9% |
| YTD | +25.7% | +28.7% | -3.0% | +17.9% |
| 1Y | +51.4% | +13.7% | +37.7% | +45.6% |
| 3Y | +64.4% | +230.1% | -165.7% | +18.4% |
| 5Y | +22.1% | +179.0% | -156.8% | -11.7% |
| 10Y | +132.5% | +1,002.5% | -870.1% | +10.7% |
| All | +541.7% | +5,772.7% | -5,231.1% | +60.6% |
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