+5,013.3%
WPM vs IBN
+962.5%
+4,050.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | -3.6% | +1.9% | -5.4% | -4.1% |
| 30D | +1.4% | +22.1% | -20.7% | -4.0% |
| 3M | -0.2% | +17.1% | -17.3% | -4.5% |
| 6M | -7.3% | +35.5% | -42.9% | -14.8% |
| YTD | +12.3% | +16.8% | -4.5% | +7.5% |
| 1Y | +24.9% | +12.4% | +12.5% | +20.8% |
| 3Y | +210.4% | +58.0% | +152.3% | +170.4% |
| 5Y | +210.4% | +73.7% | +136.6% | +159.8% |
| 10Y | +731.7% | +385.6% | +346.1% | +367.4% |
| All | +5,013.3% | +962.5% | +4,050.8% | +1,507.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling