+59.7%
WM vs IBN
+68.5%
-8.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.3% | -2.6% |
| 7D | +1.2% | +15.1% | -13.9% | -0.6% |
| 30D | +13.1% | +21.6% | -8.6% | +10.3% |
| 3M | +3.6% | +11.2% | -7.6% | +2.1% |
| 6M | +8.1% | +27.8% | -19.7% | +4.7% |
| YTD | +8.9% | +14.7% | -5.8% | +6.7% |
| 1Y | +20.3% | +14.4% | +5.9% | +18.0% |
| 3Y | +46.2% | +52.1% | -5.9% | +35.2% |
| All | +59.7% | +68.5% | -8.8% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling