+336.4%
WM vs IBB
+156.3%
+180.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.5% |
| 7D | +1.2% | -1.8% | +3.0% | +1.6% |
| 30D | +13.1% | +5.1% | +8.0% | +11.4% |
| 3M | +3.6% | +10.7% | -7.1% | +0.5% |
| 6M | +8.1% | +22.9% | -14.8% | +1.8% |
| YTD | +8.9% | +26.7% | -17.8% | +1.4% |
| 1Y | +20.3% | +35.1% | -14.8% | +10.0% |
| 3Y | +46.2% | +80.2% | -34.0% | +21.4% |
| 5Y | +59.9% | +37.8% | +22.0% | +42.7% |
| All | +336.4% | +156.3% | +180.1% | +222.6% |
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