+20.4%
WM vs IBN
+16.2%
+4.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.3% |
| 7D | +1.2% | +15.8% | -14.6% | +0.6% |
| 30D | +13.7% | +25.1% | -11.4% | +13.2% |
| 3M | +5.2% | +16.0% | -10.7% | +4.3% |
| 6M | +11.2% | +32.8% | -21.6% | +11.3% |
| YTD | +9.4% | +18.0% | -8.6% | +6.4% |
| 1Y | +20.4% | +15.9% | +4.5% | +18.4% |
| All | +20.4% | +16.2% | +4.2% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling