+5,174.0%
WPM vs IBN
+969.3%
+4,204.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +3.1% | +11.1% | -8.0% | +0.1% |
| 30D | -1.8% | +23.9% | -25.7% | -7.5% |
| 3M | +1.0% | +16.3% | -15.3% | -3.2% |
| 6M | -5.4% | +34.2% | -39.7% | -12.9% |
| YTD | +15.9% | +17.6% | -1.7% | +10.7% |
| 1Y | +30.8% | +13.8% | +17.0% | +26.1% |
| 3Y | +222.6% | +57.0% | +165.6% | +181.6% |
| 5Y | +227.4% | +75.3% | +152.0% | +173.4% |
| 10Y | +757.8% | +388.7% | +369.2% | +381.2% |
| All | +5,174.0% | +969.3% | +4,204.7% | +1,555.1% |
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