+325.0%
IP vs WSM
+40,190.9%
-39,865.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -2.8% | -3.0% | +0.2% | -2.1% |
| 30D | +9.2% | +10.1% | -0.9% | +6.9% |
| 3M | -16.1% | +4.9% | -21.0% | -17.0% |
| 6M | +9.6% | +49.8% | -40.2% | +0.5% |
| YTD | -8.8% | +48.7% | -57.5% | -16.2% |
| 1Y | -5.5% | +38.7% | -44.2% | -11.9% |
| 3Y | +19.6% | +269.5% | -249.9% | -12.1% |
| 5Y | -13.5% | +179.0% | -192.4% | -34.6% |
| 10Y | +22.4% | +1,162.3% | -1,139.9% | -37.1% |
| All | +325.0% | +40,190.9% | -39,865.9% | +19.3% |
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 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