-44.9%
IONS vs WSM
+44.0%
-88.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.1% | -2.1% |
| 7D | -10.6% | +8.0% | -18.6% | -12.2% |
| 30D | -7.7% | +13.5% | -21.2% | -10.5% |
| 3M | -27.1% | +8.8% | -35.9% | -28.7% |
| 6M | -46.8% | +54.7% | -101.5% | -51.7% |
| YTD | -49.2% | +53.3% | -102.5% | -54.5% |
| 1Y | -44.9% | +41.1% | -86.0% | -48.9% |
| All | -44.9% | +44.0% | -88.9% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling