+555.2%
IBM vs WPM
+5,208.0%
-4,652.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -1.7% | +3.1% | -4.8% | -2.0% |
| 30D | +10.1% | -1.8% | +11.9% | +10.1% |
| 3M | +4.8% | +1.0% | +3.8% | +4.5% |
| 6M | +12.6% | -5.4% | +18.1% | +12.6% |
| YTD | -13.9% | +15.9% | -29.8% | -16.0% |
| 1Y | -18.7% | +30.8% | -49.5% | -21.7% |
| 3Y | +81.9% | +222.6% | -140.7% | +60.1% |
| 5Y | +148.3% | +227.4% | -79.1% | +116.3% |
| 10Y | +143.6% | +757.8% | -614.2% | +90.1% |
| All | +555.2% | +5,208.0% | -4,652.8% | +301.5% |
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