+328.7%
WM vs IBN
+368.7%
-39.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.1% |
| 7D | -0.5% | +14.6% | -15.1% | -2.8% |
| 30D | +13.3% | +23.5% | -10.2% | +9.3% |
| 3M | +4.4% | +14.0% | -9.6% | +2.0% |
| 6M | +10.8% | +31.1% | -20.3% | +5.7% |
| YTD | +9.1% | +16.6% | -7.5% | +5.8% |
| 1Y | +19.1% | +14.9% | +4.2% | +15.8% |
| 3Y | +45.7% | +56.9% | -11.2% | +32.6% |
| 5Y | +60.4% | +69.7% | -9.2% | +42.7% |
| 10Y | +328.7% | +365.4% | -36.7% | +221.8% |
| All | +328.7% | +368.7% | -39.9% | +221.8% |
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