+1,536.1%
WM vs IBB
+560.8%
+975.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -0.3% | +1.4% | -1.7% | -0.8% |
| 30D | -2.4% | +10.5% | -12.9% | -5.7% |
| 3M | +0.4% | +23.6% | -23.2% | -6.8% |
| 6M | -9.5% | +22.6% | -32.1% | -16.0% |
| YTD | +0.5% | +25.7% | -25.2% | -7.7% |
| 1Y | -1.1% | +51.4% | -52.5% | -14.9% |
| 3Y | +46.0% | +64.4% | -18.3% | +20.4% |
| 5Y | +51.8% | +22.1% | +29.7% | +36.7% |
| 10Y | +307.5% | +132.5% | +175.0% | +179.6% |
| All | +1,536.1% | +560.8% | +975.3% | +460.0% |
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