+330.3%
WM vs IBN
+385.6%
-55.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +3.2% | +1.9% | +1.3% | +2.9% |
| 30D | +13.0% | +22.1% | -9.1% | +9.2% |
| 3M | +9.2% | +17.1% | -7.9% | +6.2% |
| 6M | +13.6% | +35.5% | -21.9% | +7.7% |
| YTD | +12.4% | +16.8% | -4.4% | +8.9% |
| 1Y | +21.2% | +12.4% | +8.8% | +18.3% |
| 3Y | +48.7% | +58.0% | -9.4% | +35.1% |
| 5Y | +61.9% | +73.7% | -11.8% | +43.3% |
| All | +330.3% | +385.6% | -55.2% | +221.1% |
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