+144.5%
IBM vs WPM
+523.6%
-379.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.3% |
| 7D | +3.6% | +3.9% | -0.3% | +3.3% |
| 30D | +1.5% | +17.7% | -16.1% | +0.2% |
| 3M | -12.9% | +39.4% | -52.3% | -15.3% |
| 6M | -3.9% | +6.4% | -10.3% | -4.7% |
| YTD | -17.3% | +34.0% | -51.3% | -20.0% |
| 1Y | -5.0% | +50.5% | -55.5% | -9.2% |
| 3Y | +78.2% | +280.3% | -202.1% | +56.2% |
| 5Y | +120.6% | +266.3% | -145.7% | +91.9% |
| 10Y | +144.5% | +550.8% | -406.3% | +107.1% |
| All | +144.5% | +523.6% | -379.2% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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