+17.6%
IP vs WSM
+1,131.4%
-1,113.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.0% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +7.9% | +5.1% | +2.8% | +6.4% |
| 3M | -15.3% | +5.1% | -20.4% | -16.6% |
| 6M | +10.5% | +48.6% | -38.1% | -0.7% |
| YTD | -9.4% | +44.2% | -53.6% | -17.9% |
| 1Y | -4.6% | +38.1% | -42.7% | -12.6% |
| 3Y | +21.2% | +257.2% | -236.0% | -16.2% |
| 5Y | -13.3% | +165.1% | -178.4% | -38.0% |
| All | +17.6% | +1,131.4% | -1,113.7% | -48.4% |
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