+227.2%
IONQ vs WSM
+473.1%
-245.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.0% | +5.3% | +6.6% |
| 7D | +25.5% | +0.9% | +24.6% | +24.6% |
| 30D | -11.4% | +8.6% | -20.0% | -15.8% |
| 3M | -20.5% | +4.2% | -24.7% | -22.8% |
| 6M | -28.2% | +44.6% | -72.8% | -42.8% |
| YTD | -21.2% | +48.5% | -69.8% | -37.7% |
| 1Y | -40.4% | +34.7% | -75.0% | -50.3% |
| 3Y | +214.7% | +271.0% | -56.4% | +37.6% |
| 5Y | +56.9% | +180.9% | -124.1% | -29.9% |
| All | +227.2% | +473.1% | -245.9% | +45.0% |
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