+28,817.6%
WM vs IP
+345.0%
+28,472.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | +5.9% | +3.4% | +2.5% | +5.2% |
| 30D | +15.4% | +11.2% | +4.2% | +12.7% |
| 3M | +6.3% | -14.8% | +21.1% | +9.8% |
| 6M | +5.6% | +17.3% | -11.7% | +0.8% |
| YTD | +9.9% | -6.2% | +16.1% | +9.2% |
| 1Y | +20.8% | +2.3% | +18.5% | +17.5% |
| 3Y | +48.5% | +17.7% | +30.8% | +35.0% |
| 5Y | +60.6% | -8.4% | +69.0% | +52.7% |
| 10Y | +349.8% | +32.1% | +317.7% | +278.3% |
| All | +28,817.6% | +345.0% | +28,472.7% | +15,346.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling