+112.0%
IBM vs WPM
+261.1%
-149.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +0.3% | +7.0% | -6.7% | -0.3% |
| 30D | -1.5% | +15.7% | -17.2% | -2.8% |
| 3M | -16.8% | +35.2% | -52.0% | -19.1% |
| 6M | -9.0% | +6.1% | -15.1% | -9.8% |
| YTD | -20.1% | +32.6% | -52.6% | -23.3% |
| 1Y | -7.0% | +46.9% | -53.9% | -12.3% |
| 3Y | +72.4% | +276.3% | -203.9% | +42.4% |
| 5Y | +112.0% | +260.0% | -148.0% | +66.0% |
| All | +112.0% | +261.1% | -149.1% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling