+210.4%
WPM vs IBB
+86.1%
+124.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | 0.0% |
| 7D | -3.6% | -0.5% | -3.0% | -3.2% |
| 30D | +1.4% | +4.6% | -3.1% | -0.9% |
| 3M | -0.2% | +6.8% | -7.0% | -3.5% |
| 6M | -7.3% | +23.1% | -30.4% | -16.3% |
| YTD | +12.3% | +26.0% | -13.7% | +0.8% |
| 1Y | +24.9% | +30.4% | -5.5% | +10.8% |
| 3Y | +210.4% | +85.4% | +124.9% | +154.9% |
| All | +210.4% | +86.1% | +124.3% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 3y: compounded portfolio wealth divided by compounded IBB 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…
3y analysis · Full analysis span regression · 6 months rolling