+326.4%
WM vs IBN
+364.2%
-37.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +1.2% | +15.8% | -14.6% | -1.4% |
| 30D | +13.7% | +25.1% | -11.4% | +9.4% |
| 3M | +5.2% | +16.0% | -10.7% | +2.5% |
| 6M | +11.2% | +32.8% | -21.6% | +5.8% |
| YTD | +9.4% | +18.0% | -8.6% | +5.9% |
| 1Y | +20.4% | +15.9% | +4.5% | +16.9% |
| 3Y | +44.7% | +57.6% | -13.0% | +31.6% |
| 5Y | +58.5% | +74.7% | -16.2% | +40.2% |
| 10Y | +326.4% | +373.9% | -47.6% | +219.1% |
| All | +326.4% | +364.2% | -37.8% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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