+305.6%
WM vs IBB
+132.1%
+173.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -0.3% | +1.4% | -1.7% | -0.7% |
| 30D | -2.4% | +10.5% | -12.9% | -5.0% |
| 3M | +0.4% | +23.6% | -23.2% | -5.2% |
| 6M | -9.5% | +22.6% | -32.1% | -14.6% |
| YTD | +0.5% | +25.7% | -25.2% | -5.9% |
| 1Y | -1.1% | +51.4% | -52.5% | -12.2% |
| 3Y | +46.0% | +64.4% | -18.3% | +25.1% |
| 5Y | +51.8% | +22.1% | +29.7% | +41.2% |
| All | +305.6% | +132.1% | +173.5% | +203.5% |
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