+236.7%
IQV vs WSM
+1,071.8%
-835.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | +8.3% | -7.7% | +16.0% | +10.7% |
| 3M | +44.6% | +3.8% | +40.8% | +42.8% |
| 6M | +52.6% | +22.7% | +29.9% | +43.4% |
| YTD | +16.1% | +28.0% | -11.9% | +7.7% |
| 1Y | +37.3% | +12.7% | +24.6% | +31.4% |
| 3Y | +21.6% | +231.3% | -209.7% | -18.0% |
| 5Y | +0.5% | +177.2% | -176.7% | -31.5% |
| All | +236.7% | +1,071.8% | -835.0% | +33.8% |
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