+22.6%
IP vs WSM
+1,020.0%
-997.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.6% |
| 7D | -5.3% | -3.3% | -2.0% | -4.3% |
| 30D | -10.9% | -8.4% | -2.5% | -8.6% |
| 3M | +11.2% | +9.7% | +1.5% | +8.7% |
| 6M | -10.2% | +16.7% | -26.9% | -13.6% |
| YTD | -2.0% | +28.7% | -30.7% | -8.2% |
| 1Y | -19.1% | +13.7% | -32.8% | -22.0% |
| 3Y | +20.9% | +230.1% | -209.2% | -14.8% |
| 5Y | -17.8% | +179.0% | -196.8% | -41.9% |
| All | +22.6% | +1,020.0% | -997.3% | -45.3% |
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