+220.1%
WPM vs IBN
+58.3%
+161.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +3.1% | +11.1% | -8.0% | -0.7% |
| 30D | -1.8% | +23.9% | -25.7% | -8.9% |
| 3M | +1.0% | +16.3% | -15.3% | -4.3% |
| 6M | -5.4% | +34.2% | -39.7% | -14.4% |
| YTD | +15.9% | +17.6% | -1.7% | +8.2% |
| 1Y | +30.8% | +13.8% | +17.0% | +23.1% |
| All | +220.1% | +58.3% | +161.8% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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