+45.7%
WM vs IBN
+56.2%
-10.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | 0.0% |
| 7D | -0.5% | +14.6% | -15.1% | -1.5% |
| 30D | +13.3% | +23.5% | -10.2% | +11.6% |
| 3M | +4.4% | +14.0% | -9.6% | +3.2% |
| 6M | +10.8% | +31.1% | -20.3% | +8.7% |
| YTD | +9.1% | +16.6% | -7.5% | +7.7% |
| 1Y | +19.1% | +14.9% | +4.2% | +17.8% |
| 3Y | +45.7% | +56.9% | -11.2% | +38.4% |
| All | +45.7% | +56.2% | -10.5% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling