+26.5%
IP vs WSM
+1,223.7%
-1,197.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.3% |
| 7D | -5.1% | +0.5% | -5.6% | -5.2% |
| 30D | +8.5% | +6.0% | +2.5% | +6.7% |
| 3M | -13.8% | +3.2% | -17.0% | -14.7% |
| 6M | +5.7% | +37.1% | -31.4% | -2.9% |
| YTD | -9.1% | +44.2% | -53.3% | -17.7% |
| 1Y | -0.8% | +34.2% | -35.0% | -8.5% |
| 3Y | +14.8% | +249.3% | -234.5% | -20.3% |
| 5Y | -11.5% | +169.3% | -180.8% | -37.0% |
| All | +26.5% | +1,223.7% | -1,197.2% | -45.4% |
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