+53.9%
WM vs IP
-17.2%
+71.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.4% |
| 7D | -0.3% | -5.3% | +5.0% | +0.1% |
| 30D | -2.4% | -10.9% | +8.5% | -1.5% |
| 3M | +0.4% | +11.2% | -10.7% | -0.7% |
| 6M | -9.5% | -10.2% | +0.7% | -8.6% |
| YTD | +0.5% | -2.0% | +2.5% | +0.3% |
| 1Y | -1.1% | -19.1% | +18.0% | +0.7% |
| 3Y | +46.0% | +20.9% | +25.2% | +37.5% |
| All | +53.9% | -17.2% | +71.1% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling