+356.7%
IP vs WSM
+34,755.7%
-34,399.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.7% |
| 7D | -5.3% | -3.3% | -2.0% | -4.5% |
| 30D | -10.9% | -8.4% | -2.5% | -9.1% |
| 3M | +11.2% | +9.7% | +1.5% | +9.2% |
| 6M | -10.2% | +16.7% | -26.9% | -12.9% |
| YTD | -2.0% | +28.7% | -30.7% | -7.0% |
| 1Y | -19.1% | +13.7% | -32.8% | -21.3% |
| 3Y | +20.9% | +230.1% | -209.2% | -9.1% |
| 5Y | -17.8% | +179.0% | -196.8% | -37.9% |
| 10Y | +23.5% | +1,002.5% | -979.0% | -34.6% |
| All | +356.7% | +34,755.7% | -34,399.0% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling