+510.3%
IQV vs WSM
+1,009.0%
-498.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -2.6% | +2.6% | -5.2% | -3.3% |
| 30D | +6.2% | -9.3% | +15.5% | +8.9% |
| 3M | +38.0% | +7.1% | +30.9% | +35.1% |
| 6M | +43.9% | +21.7% | +22.2% | +35.9% |
| YTD | +14.0% | +28.7% | -14.7% | +5.9% |
| 1Y | +35.5% | +13.9% | +21.7% | +29.6% |
| 3Y | +20.3% | +232.2% | -211.8% | -17.4% |
| 5Y | -1.6% | +176.4% | -178.0% | -31.8% |
| 10Y | +233.4% | +1,072.4% | -839.0% | +40.8% |
| All | +510.3% | +1,009.0% | -498.8% | +163.0% |
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