+345.7%
WM vs IP
+25.2%
+320.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.1% | +2.0% |
| 7D | +4.5% | -5.0% | +9.5% | +5.5% |
| 30D | +16.1% | +6.5% | +9.5% | +14.5% |
| 3M | +8.0% | -18.0% | +26.1% | +12.1% |
| 6M | +8.4% | +10.3% | -1.9% | +4.9% |
| YTD | +11.2% | -9.9% | +21.1% | +11.5% |
| 1Y | +22.3% | -1.1% | +23.4% | +19.8% |
| 3Y | +50.2% | +13.0% | +37.2% | +34.3% |
| 5Y | +63.3% | -12.3% | +75.5% | +55.5% |
| All | +345.7% | +25.2% | +320.5% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling