+990.2%
IBKR vs WSM
+1,071.8%
-81.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.9% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | -0.2% | -7.7% | +7.5% | +1.6% |
| 3M | +3.0% | +3.8% | -0.8% | +1.7% |
| 6M | +33.9% | +22.7% | +11.2% | +27.0% |
| YTD | +42.5% | +28.0% | +14.5% | +34.0% |
| 1Y | +44.9% | +12.7% | +32.1% | +39.9% |
| 3Y | +293.0% | +231.3% | +61.7% | +186.5% |
| 5Y | +497.7% | +177.2% | +320.5% | +337.3% |
| All | +990.2% | +1,071.8% | -81.6% | +384.8% |
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