+2,932.9%
WM vs IBN
+1,532.9%
+1,400.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | -2.4% | -0.3% | -2.0% | -2.3% |
| 3M | +0.4% | +17.1% | -16.7% | -1.9% |
| 6M | -9.5% | +3.4% | -12.9% | -10.1% |
| YTD | +0.5% | +2.5% | -2.0% | -0.2% |
| 1Y | -1.1% | -4.2% | +3.1% | -0.9% |
| 3Y | +46.0% | +32.4% | +13.6% | +38.7% |
| 5Y | +51.8% | +59.2% | -7.4% | +39.2% |
| 10Y | +307.5% | +345.7% | -38.2% | +209.9% |
| All | +2,932.9% | +1,532.9% | +1,400.0% | +1,630.3% |
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