+515.7%
IBM vs WPM
+5,967.5%
-5,451.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.2% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | +0.3% | +26.4% | -26.1% | -1.9% |
| 3M | -21.6% | +20.8% | -42.4% | -23.1% |
| 6M | -4.7% | +1.1% | -5.8% | -5.3% |
| YTD | -19.1% | +32.5% | -51.5% | -21.9% |
| 1Y | -2.5% | +51.5% | -54.0% | -7.2% |
| 3Y | +74.2% | +267.0% | -192.9% | +51.7% |
| 5Y | +113.1% | +250.1% | -137.0% | +84.8% |
| 10Y | +133.5% | +540.4% | -406.8% | +86.7% |
| All | +515.7% | +5,967.5% | -5,451.8% | +273.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling