+3,186.5%
WM vs IBN
+1,726.4%
+1,460.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.3% | -2.7% |
| 7D | +1.2% | +15.1% | -13.9% | -0.9% |
| 30D | +13.1% | +21.6% | -8.6% | +9.9% |
| 3M | +3.6% | +11.2% | -7.6% | +2.0% |
| 6M | +8.1% | +27.8% | -19.7% | +4.1% |
| YTD | +8.9% | +14.7% | -5.8% | +6.3% |
| 1Y | +20.3% | +14.4% | +5.9% | +17.5% |
| 3Y | +46.2% | +52.1% | -5.9% | +36.0% |
| 5Y | +59.9% | +70.7% | -10.8% | +45.3% |
| 10Y | +345.6% | +385.5% | -40.0% | +235.0% |
| All | +3,186.5% | +1,726.4% | +1,460.1% | +1,744.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling