+5,096.9%
IBM vs BWA
+2,636.0%
+2,460.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -0.9% |
| 7D | -2.5% | -0.6% | -1.9% | -2.5% |
| 30D | +8.4% | -16.1% | +24.4% | +12.9% |
| 3M | +4.5% | -24.6% | +29.1% | +11.5% |
| 6M | +7.9% | -15.7% | +23.6% | +11.0% |
| YTD | -15.2% | +15.1% | -30.3% | -20.9% |
| 1Y | -17.6% | +15.9% | -33.4% | -23.4% |
| 3Y | +82.1% | +67.1% | +15.0% | +50.7% |
| 5Y | +143.3% | +34.7% | +108.6% | +107.2% |
| 10Y | +149.9% | +99.5% | +50.4% | +83.0% |
| All | +5,096.9% | +2,636.0% | +2,460.8% | +1,798.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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