+326.4%
WM vs IQV
+252.3%
+74.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +1.2% | +4.8% | -3.6% | 0.0% |
| 30D | +13.7% | +5.9% | +7.8% | +12.0% |
| 3M | +5.2% | +13.7% | -8.5% | +1.9% |
| 6M | +11.2% | +54.0% | -42.8% | -0.4% |
| YTD | +9.4% | +22.1% | -12.6% | +2.7% |
| 1Y | +20.4% | +29.1% | -8.8% | +11.3% |
| 3Y | +44.7% | +40.4% | +4.3% | +26.5% |
| 5Y | +58.5% | +9.1% | +49.3% | +46.5% |
| 10Y | +326.4% | +251.2% | +75.1% | +178.5% |
| All | +326.4% | +252.3% | +74.1% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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