+79.2%
IBM vs WPM
+225.6%
-146.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +0.4% |
| 7D | -1.5% | +16.4% | -17.9% | -2.7% |
| 30D | +8.4% | -1.5% | +9.9% | +8.4% |
| 3M | +4.2% | +2.6% | +1.6% | +3.9% |
| 6M | +7.9% | -1.3% | +9.3% | +8.0% |
| YTD | -15.2% | +16.8% | -31.9% | -17.8% |
| 1Y | -18.7% | +34.1% | -52.9% | -22.7% |
| 3Y | +79.2% | +225.1% | -145.9% | +48.6% |
| All | +79.2% | +225.6% | -146.4% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling