+21.6%
IQV vs WSM
+230.1%
-208.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | +8.3% | -7.7% | +16.0% | +10.4% |
| 3M | +44.6% | +3.8% | +40.8% | +42.9% |
| 6M | +52.6% | +22.7% | +29.9% | +44.3% |
| YTD | +16.1% | +28.0% | -11.9% | +8.6% |
| 1Y | +37.3% | +12.7% | +24.6% | +32.0% |
| 3Y | +21.6% | +231.3% | -209.7% | -12.4% |
| All | +21.6% | +230.1% | -208.5% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling