+1,689.7%
WM vs IBB
+589.6%
+1,100.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.8% |
| 7D | +5.9% | +2.2% | +3.7% | +5.1% |
| 30D | +15.4% | +6.3% | +9.1% | +12.9% |
| 3M | +6.3% | +16.3% | -10.0% | +0.7% |
| 6M | +5.6% | +30.0% | -24.4% | -3.9% |
| YTD | +9.9% | +31.1% | -21.2% | -0.6% |
| 1Y | +20.8% | +42.0% | -21.1% | +6.2% |
| 3Y | +48.5% | +85.9% | -37.4% | +17.2% |
| 5Y | +60.6% | +38.4% | +22.2% | +38.3% |
| 10Y | +349.8% | +170.4% | +179.4% | +192.5% |
| All | +1,689.7% | +589.6% | +1,100.1% | +502.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling