+23.7%
IP vs WSM
+1,226.6%
-1,203.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | 0.0% | +3.1% | -3.1% | -0.9% |
| 30D | +9.4% | +8.5% | +0.9% | +6.9% |
| 3M | -14.1% | +4.6% | -18.6% | -15.2% |
| 6M | +9.2% | +44.5% | -35.4% | -1.2% |
| YTD | -7.5% | +48.4% | -56.0% | -16.9% |
| 1Y | -2.8% | +36.2% | -39.0% | -10.7% |
| 3Y | +21.2% | +268.8% | -247.5% | -17.0% |
| 5Y | -11.5% | +185.2% | -196.7% | -37.9% |
| 10Y | +23.7% | +1,175.8% | -1,152.2% | -46.4% |
| All | +23.7% | +1,226.6% | -1,203.0% | -46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling