+328.7%
WM vs IBB
+139.6%
+189.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.6% |
| 7D | -0.5% | +2.7% | -3.2% | -1.2% |
| 30D | +13.3% | +6.3% | +7.0% | +11.3% |
| 3M | +4.4% | +11.1% | -6.7% | +1.2% |
| 6M | +10.8% | +29.2% | -18.4% | +3.0% |
| YTD | +9.1% | +30.2% | -21.2% | +0.8% |
| 1Y | +19.1% | +39.5% | -20.4% | +7.9% |
| 3Y | +45.7% | +92.3% | -46.7% | +18.5% |
| 5Y | +60.4% | +43.0% | +17.5% | +41.7% |
| 10Y | +328.7% | +137.1% | +191.6% | +218.2% |
| All | +328.7% | +139.6% | +189.1% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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