+202.0%
IONQ vs WSM
+456.5%
-254.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.8% | +25.2% | +24.4% |
| 7D | +8.6% | +0.5% | +8.1% | +7.8% |
| 30D | -21.1% | +6.0% | -27.1% | -24.1% |
| 3M | -17.9% | +3.2% | -21.1% | -19.9% |
| 6M | -37.9% | +37.1% | -75.1% | -49.0% |
| YTD | -27.3% | +44.2% | -71.5% | -41.6% |
| 1Y | -43.2% | +34.2% | -77.4% | -52.6% |
| 3Y | +191.0% | +249.3% | -58.3% | +31.6% |
| 5Y | +69.3% | +169.3% | -100.0% | -23.1% |
| All | +202.0% | +456.5% | -254.4% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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