+266.3%
WPM vs IBN
+54.0%
+212.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | +3.9% | -5.1% | +9.0% | +5.2% |
| 30D | +17.7% | -3.5% | +21.2% | +18.7% |
| 3M | +39.4% | +11.3% | +28.1% | +35.8% |
| 6M | +6.4% | +4.4% | +2.0% | +5.2% |
| YTD | +34.0% | -1.8% | +35.8% | +33.9% |
| 1Y | +50.5% | -8.0% | +58.5% | +52.1% |
| 3Y | +280.3% | +27.1% | +253.2% | +258.4% |
| 5Y | +266.3% | +54.5% | +211.8% | +237.4% |
| All | +266.3% | +54.0% | +212.3% | +237.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling